UC WAR. PUT 06/25 P911/ DE000HD62B02 /
| 2024-11-06 9:41:01 PM | Chg.+0.2200 | Bid9:58:51 PM | Ask9:58:51 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8400EUR | +13.58% | 1.8300 Bid Size: 15,000 |
1.8400 Ask Size: 15,000 |
PORSCHE AG VZ | 80.00 - | 2025-06-18 | Put |
Master data
| WKN: | HD62B0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PORSCHE AG VZ |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 80.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-06-03 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -4.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.45 |
|---|---|
| Intrinsic value: | 1.39 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.29 |
| Parity: | 1.39 |
| Time value: | 0.24 |
| Break-even: | 63.70 |
| Moneyness: | 1.21 |
| Premium: | 0.04 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.03 |
| Spread %: | 1.88% |
| Delta: | -0.66 |
| Theta: | -0.01 |
| Omega: | -2.68 |
| Rho: | -0.37 |
Quote data
| Open: | 1.7000 |
|---|---|
| High: | 1.9100 |
| Low: | 1.7000 |
| Previous Close: | 1.6200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.60% | ||
|---|---|---|---|
| 1 Month | +43.75% | ||
| 3 Months | +17.20% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8400 | 1.5700 |
|---|---|---|
| 1M High / 1M Low: | 1.8400 | 1.2400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4961 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 106.30% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
