UC WAR. PUT 03/25 XCA/ DE000HD4FAU6 /
| 05/08/2024 11:46:08 | Chg.+0.3600 | Bid11:46:24 | Ask11:46:24 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3800EUR | +17.82% | 2.3900 Bid Size: 50,000 |
2.4000 Ask Size: 50,000 |
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: | -6.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.82 |
|---|---|
| Intrinsic value: | 1.82 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.19 |
| Parity: | 1.82 |
| Time value: | 0.24 |
| Break-even: | 12.95 |
| Moneyness: | 1.14 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.16 |
| Spread %: | 8.47% |
| Delta: | -0.66 |
| Theta: | 0.00 |
| Omega: | -4.23 |
| Rho: | -0.07 |
Quote data
| Open: | 2.3400 |
|---|---|
| High: | 2.3800 |
| Low: | 2.3400 |
| Previous Close: | 2.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +61.90% | ||
|---|---|---|---|
| 1 Month | +43.37% | ||
| 3 Months | +46.01% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0200 | 1.3900 |
|---|---|---|
| 1M High / 1M Low: | 2.0200 | 1.3800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5700 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 156.59% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
