UC WAR. PUT 01/25 E0P/ DE000HD0BML7 /
2024-10-11 8:00:23 AM | Chg.-0.0100 | Bid8:02:15 AM | Ask8:02:15 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1900EUR | -0.83% | 1.1900 Bid Size: 4,000 |
1.2300 Ask Size: 4,000 |
ENPHASE ENERGY INC.D... | 100.00 - | 2025-01-15 | Put |
Master data
WKN: | HD0BML |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENPHASE ENERGY INC.DL-,01 |
Type: | Warrant |
Option type: | Put |
Strike price: | 100.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2023-10-31 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -7.44 |
Leverage: | Yes |
Calculated values
Fair value: | 1.58 |
---|---|
Intrinsic value: | 0.93 |
Implied volatility: | 0.37 |
Historic volatility: | 0.57 |
Parity: | 0.93 |
Time value: | 0.29 |
Break-even: | 87.80 |
Moneyness: | 1.10 |
Premium: | 0.03 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.01 |
Spread %: | 0.83% |
Delta: | -0.64 |
Theta: | -0.03 |
Omega: | -4.79 |
Rho: | -0.19 |
Quote data
Open: | 1.1900 |
---|---|
High: | 1.1900 |
Low: | 1.1900 |
Previous Close: | 1.2000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +14.42% | ||
---|---|---|---|
1 Month | +19.00% | ||
3 Months | -6.30% | ||
YTD | -17.36% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.2000 | 1.0000 |
---|---|---|
1M High / 1M Low: | 1.2000 | 0.7000 |
6M High / 6M Low: | 1.8200 | 0.6900 |
High (YTD): | 2024-02-05 | 2.2700 |
Low (YTD): | 2024-08-26 | 0.6900 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.0620 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9036 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.1891 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 131.28% | |
Volatility 6M: | 141.86% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |