UC WAR. PUT 03/25 SGE/ DE000HD62BB0 /
2024-08-13 11:45:18 AM | Chg.- | Bid1:22:42 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
9.450EUR | - | 9.550 Bid Size: 20,000 |
- Ask Size: - |
STE GENERALE INH. EO... | 30.00 - | 2025-03-19 | Put |
Master data
WKN: | HD62BB |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | STE GENERALE INH. EO 1,25 |
Type: | Warrant |
Option type: | Put |
Strike price: | 30.00 - |
Maturity: | 2025-03-19 |
Issue date: | 2024-06-03 |
Last trading day: | 2024-08-13 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -2.37 |
Leverage: | Yes |
Calculated values
Fair value: | 8.00 |
---|---|
Intrinsic value: | 8.00 |
Implied volatility: | 0.63 |
Historic volatility: | 0.27 |
Parity: | 8.00 |
Time value: | 1.29 |
Break-even: | 20.71 |
Moneyness: | 1.36 |
Premium: | 0.06 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | -0.66 |
Theta: | -0.01 |
Omega: | -1.55 |
Rho: | -0.13 |
Quote data
Open: | 9.400 |
---|---|
High: | 9.480 |
Low: | 9.400 |
Previous Close: | 9.500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -1.66% | ||
3 Months | +103.23% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 9.610 | 9.450 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 9.518 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 9.53% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |