UC WAR. PUT 03/25 XCA/ DE000HD4FAU6 /
2024-06-06 5:47:03 PM | Chg.-0.0500 | Bid7:14:08 PM | Ask7:14:08 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1800EUR | -4.07% | 1.1900 Bid Size: 20,000 |
1.2100 Ask Size: 20,000 |
CREDIT AGRICOLE INH.... | 15.00 - | 2025-03-19 | 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: | 2025-03-19 |
Issue date: | 2024-04-08 |
Last trading day: | 2025-03-18 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -11.09 |
Leverage: | Yes |
Calculated values
Fair value: | 0.93 |
---|---|
Intrinsic value: | 0.48 |
Implied volatility: | 0.25 |
Historic volatility: | 0.18 |
Parity: | 0.48 |
Time value: | 0.84 |
Break-even: | 13.69 |
Moneyness: | 1.03 |
Premium: | 0.06 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.17 |
Spread %: | 14.91% |
Delta: | -0.46 |
Theta: | 0.00 |
Omega: | -5.12 |
Rho: | -0.06 |
Quote data
Open: | 1.2300 |
---|---|
High: | 1.3100 |
Low: | 1.1800 |
Previous Close: | 1.2300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +7.27% | ||
---|---|---|---|
1 Month | -18.62% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.2300 | 1.0800 |
---|---|---|
1M High / 1M Low: | 1.4500 | 1.0600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.1300 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1726 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 65.94% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |