UC WAR. PUT 03/25 G1A/ DE000HD40010 /
| 06/08/2024 13:46:51 | Chg.0.0000 | Bid14:25:39 | Ask14:25:39 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3500EUR | 0.00% | 0.3500 Bid Size: 150,000 |
0.3600 Ask Size: 150,000 |
GEA GROUP AG | 40.00 - | 19/03/2025 | Put |
Master data
| WKN: | HD4001 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GEA GROUP AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 21/03/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -10.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.26 |
|---|---|
| Intrinsic value: | 0.14 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.20 |
| Parity: | 0.14 |
| Time value: | 0.22 |
| Break-even: | 36.40 |
| Moneyness: | 1.04 |
| Premium: | 0.06 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.02 |
| Spread %: | 5.88% |
| Delta: | -0.48 |
| Theta: | -0.01 |
| Omega: | -5.17 |
| Rho: | -0.14 |
Quote data
| Open: | 0.3300 |
|---|---|
| High: | 0.3500 |
| Low: | 0.3300 |
| Previous Close: | 0.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +40.00% | ||
|---|---|---|---|
| 1 Month | +20.69% | ||
| 3 Months | -25.53% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3500 | 0.2400 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.2400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2824 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 118.50% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
