UC WAR. PUT 06/25 VAS/ DE000HD1EGQ0 /
| 29/07/2024 09:00:31 | Chg.-0.1100 | Bid09:25:35 | Ask09:25:35 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0800EUR | -9.24% | 1.1900 Bid Size: 12,000 |
1.2300 Ask Size: 12,000 |
VOESTALPINE AG | 20.00 - | 18/06/2025 | Put |
Master data
| WKN: | HD1EGQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 27/12/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -18.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.45 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.23 |
| Parity: | -3.66 |
| Time value: | 1.30 |
| Break-even: | 18.70 |
| Moneyness: | 0.85 |
| Premium: | 0.21 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.21 |
| Spread %: | 19.27% |
| Delta: | -0.23 |
| Theta: | 0.00 |
| Omega: | -4.13 |
| Rho: | -0.06 |
Quote data
| Open: | 1.0800 |
|---|---|
| High: | 1.0800 |
| Low: | 1.0800 |
| Previous Close: | 1.1900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -4.42% | ||
| 3 Months | -16.92% | ||
| YTD | -30.77% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2000 | 1.0800 |
|---|---|---|
| 1M High / 1M Low: | 1.2000 | 0.9800 |
| 6M High / 6M Low: | 1.7000 | 0.9500 |
| High (YTD): | 17/01/2024 | 1.7700 |
| Low (YTD): | 15/04/2024 | 0.9500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0715 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2684 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 63.07% | |
| Volatility 6M: | 87.05% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
