UC WAR. PUT 06/25 OEWA/ DE000HD1EG76 /
| 2024-07-25 5:45:43 PM | Chg.+0.0800 | Bid6:10:04 PM | Ask6:10:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6200EUR | +3.15% | 2.6100 Bid Size: 12,000 |
2.6400 Ask Size: 12,000 |
VERBUND AG INH... | 98.954 EUR | 2025-06-18 | Put |
Master data
| WKN: | HD1EG7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 98.95 EUR |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -2.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.28 |
|---|---|
| Intrinsic value: | 2.28 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.26 |
| Parity: | 2.28 |
| Time value: | 0.31 |
| Break-even: | 73.34 |
| Moneyness: | 1.29 |
| Premium: | 0.04 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.05 |
| Spread %: | 1.97% |
| Delta: | -0.64 |
| Theta: | -0.01 |
| Omega: | -1.90 |
| Rho: | -0.67 |
Quote data
| Open: | 2.5400 |
|---|---|
| High: | 2.6200 |
| Low: | 2.5400 |
| Previous Close: | 2.5400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.38% | ||
|---|---|---|---|
| 1 Month | +5.22% | ||
| 3 Months | -18.89% | ||
| YTD | +25.96% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6200 | 2.5100 |
|---|---|---|
| 1M High / 1M Low: | 2.6900 | 2.3200 |
| 6M High / 6M Low: | 3.9100 | 2.3200 |
| High (YTD): | 2024-02-14 | 3.9100 |
| Low (YTD): | 2024-01-10 | 1.9400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.5540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.5073 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.0028 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 51.29% | |
| Volatility 6M: | 53.00% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
