UC WAR. PUT 03/25 VBK/ DE000HD8LDV7 /
| 2024-12-27 11:46:05 AM | Chg.-0.3900 | Bid3:04:00 PM | Ask12:05:56 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.4900EUR | -7.99% | 4.2700 Bid Size: 20,000 |
- Ask Size: 20,000 |
VERBIO SE INH O.N. | 15.00 - | 2025-03-19 | Put |
Master data
| WKN: | HD8LDV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBIO SE INH O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 15.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-09-10 |
| Last trading day: | 2024-12-27 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -2.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.75 |
|---|---|
| Intrinsic value: | 4.72 |
| Implied volatility: | 0.74 |
| Historic volatility: | 0.56 |
| Parity: | 4.72 |
| Time value: | 0.22 |
| Break-even: | 10.06 |
| Moneyness: | 1.46 |
| Premium: | 0.02 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.19 |
| Spread %: | 4.00% |
| Delta: | -0.81 |
| Theta: | 0.00 |
| Omega: | -1.69 |
| Rho: | -0.03 |
Quote data
| Open: | 4.7900 |
|---|---|
| High: | 4.7900 |
| Low: | 4.4900 |
| Previous Close: | 4.8800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.49% | ||
|---|---|---|---|
| 1 Month | +9.51% | ||
| 3 Months | +193.46% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.1900 | 4.8800 |
|---|---|---|
| 1M High / 1M Low: | 5.1900 | 3.5300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.0350 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.1784 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 80.25% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
