UC WAR. PUT 06/25 ESL/ DE000HD1ED79 /
| 2024-07-10 9:45:59 PM | Chg.+0.0300 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7400EUR | +1.75% | 1.6800 Bid Size: 8,000 |
1.7500 Ask Size: 8,000 |
ESSILORLUXO. INH. EO... | 200.00 - | 2025-06-18 | Put |
Master data
| WKN: | HD1ED7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 200.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -11.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.04 |
|---|---|
| Intrinsic value: | 0.28 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.16 |
| Parity: | 0.28 |
| Time value: | 1.48 |
| Break-even: | 182.40 |
| Moneyness: | 1.01 |
| Premium: | 0.08 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.07 |
| Spread %: | 4.14% |
| Delta: | -0.42 |
| Theta: | -0.02 |
| Omega: | -4.69 |
| Rho: | -0.94 |
Quote data
| Open: | 1.7300 |
|---|---|
| High: | 1.7600 |
| Low: | 1.6900 |
| Previous Close: | 1.7100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.37% | ||
|---|---|---|---|
| 1 Month | +18.37% | ||
| 3 Months | -1.14% | ||
| YTD | -39.79% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7400 | 1.4700 |
|---|---|---|
| 1M High / 1M Low: | 1.7400 | 1.3400 |
| 6M High / 6M Low: | 3.2200 | 1.3200 |
| High (YTD): | 2024-01-17 | 3.2200 |
| Low (YTD): | 2024-06-05 | 1.3200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5155 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8875 | |
| Avg. volume 6M: | 48.6614 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 114.54% | |
| Volatility 6M: | 75.88% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
