UC WAR. PUT 03/25 XCA/ DE000HD4FAU6 /
| 15/11/2024 21:46:09 | Chg.-0.1600 | Bid21:59:16 | Ask21:59:16 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7900EUR | -8.21% | 1.6600 Bid Size: 6,000 |
1.8700 Ask Size: 6,000 |
CREDIT AGRICOLE INH.... | 15.00 - | 19/03/2025 | Put |
Master data
| WKN: | HD4FAU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 15.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 08/04/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -7.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.73 |
|---|---|
| Intrinsic value: | 1.73 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.19 |
| Parity: | 1.73 |
| Time value: | 0.15 |
| Break-even: | 13.13 |
| Moneyness: | 1.13 |
| Premium: | 0.01 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.21 |
| Spread %: | 12.65% |
| Delta: | -0.74 |
| Theta: | 0.00 |
| Omega: | -5.25 |
| Rho: | -0.04 |
Quote data
| Open: | 1.8700 |
|---|---|
| High: | 1.8700 |
| Low: | 1.7300 |
| Previous Close: | 1.9500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.19% | ||
|---|---|---|---|
| 1 Month | +58.41% | ||
| 3 Months | +7.19% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9600 | 1.7500 |
|---|---|---|
| 1M High / 1M Low: | 1.9600 | 1.0700 |
| 6M High / 6M Low: | 2.3400 | 1.0600 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3918 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5144 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 146.78% | |
| Volatility 6M: | 134.49% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
