UC WAR. PUT 03/25 ESL/ DE000HD43ES8 /
2024-07-10 9:46:02 PM | Chg.+0.0100 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4500EUR | +0.69% | 1.4000 Bid Size: 8,000 |
1.4700 Ask Size: 8,000 |
ESSILORLUXO. INH. EO... | 200.00 - | 2025-03-19 | Put |
Master data
WKN: | HD43ES |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ESSILORLUXO. INH. EO -,18 |
Type: | Warrant |
Option type: | Put |
Strike price: | 200.00 - |
Maturity: | 2025-03-19 |
Issue date: | 2024-03-25 |
Last trading day: | 2025-03-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -13.32 |
Leverage: | Yes |
Calculated values
Fair value: | 0.95 |
---|---|
Intrinsic value: | 0.28 |
Implied volatility: | 0.24 |
Historic volatility: | 0.16 |
Parity: | 0.28 |
Time value: | 1.20 |
Break-even: | 185.20 |
Moneyness: | 1.01 |
Premium: | 0.06 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.07 |
Spread %: | 4.96% |
Delta: | -0.44 |
Theta: | -0.02 |
Omega: | -5.84 |
Rho: | -0.70 |
Quote data
Open: | 1.4600 |
---|---|
High: | 1.4700 |
Low: | 1.4200 |
Previous Close: | 1.4400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +20.83% | ||
---|---|---|---|
1 Month | +22.88% | ||
3 Months | -3.97% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4500 | 1.2000 |
---|---|---|
1M High / 1M Low: | 1.4500 | 1.0700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.3280 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2405 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 138.92% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |