UniCredit Put 15 XCA 18.06.2025
/ DE000HD5HM97
UniCredit Put 15 XCA 18.06.2025/ DE000HD5HM97 /
| 2024-09-10 7:33:54 PM |
Chg.+0.100 |
Bid9:42:23 PM |
Ask9:42:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.910EUR |
+5.52% |
1.870
Bid Size: 6,000 |
1.900
Ask Size: 6,000 |
CREDIT AGRICOLE INH.... |
15.00 - |
2025-06-18 |
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: |
2025-06-18 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-06-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
0.73 |
| Time value: |
1.12 |
| Break-even: |
13.16 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
2.22% |
| Delta: |
-0.47 |
| Theta: |
0.00 |
| Omega: |
-3.67 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.760 |
| High: |
1.930 |
| Low: |
1.760 |
| Previous Close: |
1.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.05% |
| 1 Month |
|
|
-26.82% |
| 3 Months |
|
|
-8.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.970 |
1.810 |
| 1M High / 1M Low: |
2.560 |
1.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
