UC WAR. PUT 01/25 E3X1/ DE000HD787F0 /
| 11/09/2024 21:41:52 | Chg.+0.1000 | Bid21:59:59 | Ask21:59:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1700EUR | +4.83% | 2.1300 Bid Size: 10,000 |
2.1400 Ask Size: 10,000 |
Expedia Group Inc | 150.00 USD | 15/01/2025 | Put |
Master data
| WKN: | HD787F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Expedia Group Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 150.00 USD |
| Maturity: | 15/01/2025 |
| Issue date: | 22/07/2024 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -5.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.07 |
|---|---|
| Intrinsic value: | 1.72 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.38 |
| Parity: | 1.72 |
| Time value: | 0.35 |
| Break-even: | 115.41 |
| Moneyness: | 1.14 |
| Premium: | 0.03 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.01 |
| Spread %: | 0.49% |
| Delta: | -0.67 |
| Theta: | -0.03 |
| Omega: | -3.84 |
| Rho: | -0.35 |
Quote data
| Open: | 2.0900 |
|---|---|
| High: | 2.2800 |
| Low: | 2.0900 |
| Previous Close: | 2.0700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +19.23% | ||
|---|---|---|---|
| 1 Month | -1.81% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0700 | 1.8200 |
|---|---|---|
| 1M High / 1M Low: | 2.3400 | 1.4400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.9340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8273 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 115.13% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
