UC WAR. PUT 03/25 GXI/ DE000HD400B9 /
| 2024-07-26 9:46:23 PM | Chg.+0.0300 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3500EUR | +2.27% | 0.9500 Bid Size: 10,000 |
1.7800 Ask Size: 10,000 |
GERRESHEIMER AG | 100.00 - | 2025-03-19 | Put |
Master data
| WKN: | HD400B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-21 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -5.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.43 |
|---|---|
| Intrinsic value: | 0.63 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.40 |
| Parity: | 0.63 |
| Time value: | 1.16 |
| Break-even: | 82.20 |
| Moneyness: | 1.07 |
| Premium: | 0.12 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.83 |
| Spread %: | 87.37% |
| Delta: | -0.46 |
| Theta: | -0.03 |
| Omega: | -2.41 |
| Rho: | -0.39 |
Quote data
| Open: | 1.3200 |
|---|---|
| High: | 1.3500 |
| Low: | 1.3200 |
| Previous Close: | 1.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +22.73% | ||
|---|---|---|---|
| 1 Month | +8.00% | ||
| 3 Months | -7.53% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3500 | 1.1900 |
|---|---|---|
| 1M High / 1M Low: | 1.3500 | 1.0800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1900 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 48.09% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
