UC WAR. PUT 06/25 ESL/ DE000HD1ED79 /
| 10/11/2024 9:45:13 PM | Chg.-0.0600 | Bid9:59:28 PM | Ask9:59:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0600EUR | -5.36% | 0.8800 Bid Size: 8,000 |
1.1800 Ask Size: 8,000 |
ESSILORLUXO. INH. EO... | 200.00 - | 6/18/2025 | Put |
Master data
| WKN: | HD1ED7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 200.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 12/27/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -18.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.51 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.18 |
| Parity: | -1.39 |
| Time value: | 1.18 |
| Break-even: | 188.20 |
| Moneyness: | 0.94 |
| Premium: | 0.12 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.30 |
| Spread %: | 34.09% |
| Delta: | -0.31 |
| Theta: | -0.03 |
| Omega: | -5.65 |
| Rho: | -0.53 |
Quote data
| Open: | 1.0400 |
|---|---|
| High: | 1.0800 |
| Low: | 1.0400 |
| Previous Close: | 1.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.91% | ||
|---|---|---|---|
| 1 Month | -14.52% | ||
| 3 Months | -27.40% | ||
| YTD | -63.32% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1200 | 1.0200 |
|---|---|---|
| 1M High / 1M Low: | 1.3800 | 1.0200 |
| 6M High / 6M Low: | 2.0200 | 1.0200 |
| High (YTD): | 1/17/2024 | 3.2200 |
| Low (YTD): | 10/9/2024 | 1.0200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1655 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4449 | |
| Avg. volume 6M: | 47.9070 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 109.68% | |
| Volatility 6M: | 97.23% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
