UC WAR. PUT 12/24 XCA/ DE000HD4FAR2 /
| 2024-06-04 5:46:53 PM | Chg.+0.0600 | Bid6:12:54 PM | Ask6:12:54 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9700EUR | +6.59% | 0.9700 Bid Size: 20,000 |
0.9900 Ask Size: 20,000 |
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: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -15.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.68 |
|---|---|
| Intrinsic value: | 0.13 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.18 |
| Parity: | 0.13 |
| Time value: | 0.82 |
| Break-even: | 14.06 |
| Moneyness: | 1.01 |
| Premium: | 0.05 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.04 |
| Spread %: | 4.44% |
| Delta: | -0.44 |
| Theta: | 0.00 |
| Omega: | -6.94 |
| Rho: | -0.04 |
Quote data
| Open: | 0.9100 |
|---|---|
| High: | 1.0400 |
| Low: | 0.9100 |
| Previous Close: | 0.9100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.78% | ||
|---|---|---|---|
| 1 Month | -35.33% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9600 | 0.9000 |
|---|---|---|
| 1M High / 1M Low: | 1.3100 | 0.9000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0114 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 67.75% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
