UC WAR. PUT 12/24 XCA/ DE000HD4FAR2 /
| 2024-11-15 1:45:09 PM | Chg.-0.2700 | Bid2:24:26 PM | Ask2024-11-15 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6600EUR | -13.99% | 1.6900 Bid Size: 40,000 |
- Ask Size: 40,000 |
CREDIT AGRICOLE INH.... | 15.00 - | 2024-12-18 | Put |
Master data
| WKN: | HD4FAR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 15.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-04-08 |
| Last trading day: | 2024-11-15 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -6.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.89 |
|---|---|
| Intrinsic value: | 1.89 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.19 |
| Parity: | 1.89 |
| Time value: | 0.04 |
| Break-even: | 13.07 |
| Moneyness: | 1.14 |
| Premium: | 0.00 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.02 |
| Spread %: | 1.05% |
| Delta: | -0.88 |
| Theta: | 0.00 |
| Omega: | -5.96 |
| Rho: | -0.01 |
Quote data
| Open: | 1.8300 |
|---|---|
| High: | 1.8300 |
| Low: | 1.6600 |
| Previous Close: | 1.9300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.21% | ||
|---|---|---|---|
| 1 Month | +46.90% | ||
| 3 Months | +5.06% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9300 | 1.7100 |
|---|---|---|
| 1M High / 1M Low: | 1.9300 | 0.8800 |
| 6M High / 6M Low: | 2.2900 | 0.8800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2322 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3789 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 203.90% | |
| Volatility 6M: | 170.89% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
