UC WAR. PUT 06/25 VAS/ DE000HD1EGQ0 /
| 9/3/2024 9:45:47 PM | Chg.+0.0800 | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4300EUR | +5.93% | 1.3700 Bid Size: 3,000 |
1.5600 Ask Size: 3,000 |
VOESTALPINE AG | 20.00 - | 6/18/2025 | Put |
Master data
| WKN: | HD1EGQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 12/27/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -15.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.75 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.24 |
| Parity: | -2.00 |
| Time value: | 1.40 |
| Break-even: | 18.60 |
| Moneyness: | 0.91 |
| Premium: | 0.15 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.20 |
| Spread %: | 16.67% |
| Delta: | -0.29 |
| Theta: | 0.00 |
| Omega: | -4.51 |
| Rho: | -0.06 |
Quote data
| Open: | 1.2800 |
|---|---|
| High: | 1.4300 |
| Low: | 1.2800 |
| Previous Close: | 1.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.15% | ||
|---|---|---|---|
| 1 Month | +9.16% | ||
| 3 Months | +38.84% | ||
| YTD | -8.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4300 | 1.3200 |
|---|---|---|
| 1M High / 1M Low: | 1.6600 | 1.3200 |
| 6M High / 6M Low: | 1.6600 | 0.9500 |
| High (YTD): | 1/17/2024 | 1.7700 |
| Low (YTD): | 4/15/2024 | 0.9500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4624 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2505 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 91.34% | |
| Volatility 6M: | 89.23% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
