UC WAR. PUT 01/25 E3X1/ DE000HD787F0 /
| 2024-10-11 9:40:30 PM | Chg.-0.0100 | Bid9:59:09 PM | Ask9:59:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0300EUR | -0.96% | 1.0300 Bid Size: 20,000 |
1.0600 Ask Size: 20,000 |
Expedia Group Inc | 150.00 USD | 2025-01-15 | Put |
Master data
| WKN: | HD787F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Expedia Group Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 150.00 USD |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-07-22 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -12.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.99 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.38 |
| Parity: | -0.05 |
| Time value: | 1.06 |
| Break-even: | 126.57 |
| Moneyness: | 1.00 |
| Premium: | 0.08 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.03 |
| Spread %: | 2.91% |
| Delta: | -0.44 |
| Theta: | -0.05 |
| Omega: | -5.66 |
| Rho: | -0.18 |
Quote data
| Open: | 1.0000 |
|---|---|
| High: | 1.0400 |
| Low: | 1.0000 |
| Previous Close: | 1.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.90% | ||
|---|---|---|---|
| 1 Month | -41.81% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0700 | 0.9800 |
|---|---|---|
| 1M High / 1M Low: | 1.7700 | 0.9800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2443 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 104.95% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
