UniCredit Put 15 XCA 18.06.2025
/ DE000HD5HM97
UniCredit Put 15 XCA 18.06.2025/ DE000HD5HM97 /
| 1/23/2025 7:38:48 PM |
Chg.-0.220 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
-11.64% |
1.660
Bid Size: 6,000 |
1.710
Ask Size: 6,000 |
CREDIT AGRICOLE INH.... |
15.00 - |
6/18/2025 |
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: |
6/18/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
6/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.20 |
| Parity: |
0.94 |
| Time value: |
1.01 |
| Break-even: |
13.06 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.05 |
| Spread %: |
2.65% |
| Delta: |
-0.53 |
| Theta: |
0.00 |
| Omega: |
-3.82 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.860 |
| High: |
1.860 |
| Low: |
1.670 |
| Previous Close: |
1.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.66% |
| 1 Month |
|
|
-38.83% |
| 3 Months |
|
|
-12.11% |
| YTD |
|
|
-31.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.980 |
1.810 |
| 1M High / 1M Low: |
2.730 |
1.810 |
| 6M High / 6M Low: |
3.250 |
1.710 |
| High (YTD): |
1/3/2025 |
2.590 |
| Low (YTD): |
1/21/2025 |
1.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.275 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.16% |
| Volatility 6M: |
|
88.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |