UC WAR. PUT 06/25 XCA/ DE000HD5HM97 /
| 16/08/2024 09:45:06 | Chg.0.0000 | Bid10:56:27 | Ask10:56:27 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3300EUR | 0.00% | 2.3000 Bid Size: 50,000 |
2.3100 Ask Size: 50,000 |
CREDIT AGRICOLE INH.... | 15.00 - | 18/06/2025 | Put |
Master data
| WKN: | HD5HM9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 15.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 13/05/2024 |
| Last trading day: | 17/06/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -5.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.61 |
|---|---|
| Intrinsic value: | 1.54 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.19 |
| Parity: | 1.54 |
| Time value: | 0.82 |
| Break-even: | 12.65 |
| Moneyness: | 1.11 |
| Premium: | 0.06 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.04 |
| Spread %: | 1.73% |
| Delta: | -0.54 |
| Theta: | 0.00 |
| Omega: | -3.07 |
| Rho: | -0.08 |
Quote data
| Open: | 2.2800 |
|---|---|
| High: | 2.3300 |
| Low: | 2.2800 |
| Previous Close: | 2.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.41% | ||
|---|---|---|---|
| 1 Month | +8.37% | ||
| 3 Months | +34.68% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6300 | 2.3300 |
|---|---|---|
| 1M High / 1M Low: | 2.8300 | 1.9700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.5180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3122 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 115.03% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
