UC WAR. PUT 12/25 ACR/ DE000HD6S4S1 /
8/15/2024 3:46:51 PM | Chg.-0.0600 | Bid8/15/2024 | Ask8/15/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7300EUR | -7.59% | 0.7200 Bid Size: 125,000 |
0.7300 Ask Size: 125,000 |
ACCOR SA INH. ... | 40.00 - | 12/17/2025 | Put |
Master data
WKN: | HD6S4S |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ACCOR SA INH. EO 3 |
Type: | Warrant |
Option type: | Put |
Strike price: | 40.00 - |
Maturity: | 12/17/2025 |
Issue date: | 7/1/2024 |
Last trading day: | 12/16/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -4.17 |
Leverage: | Yes |
Calculated values
Fair value: | 0.62 |
---|---|
Intrinsic value: | 0.62 |
Implied volatility: | 0.34 |
Historic volatility: | 0.20 |
Parity: | 0.62 |
Time value: | 0.19 |
Break-even: | 31.90 |
Moneyness: | 1.18 |
Premium: | 0.06 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.02 |
Spread %: | 2.53% |
Delta: | -0.54 |
Theta: | 0.00 |
Omega: | -2.26 |
Rho: | -0.35 |
Quote data
Open: | 0.7900 |
---|---|
High: | 0.7900 |
Low: | 0.7300 |
Previous Close: | 0.7900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -10.98% | ||
---|---|---|---|
1 Month | +46.00% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8200 | 0.7900 |
---|---|---|
1M High / 1M Low: | 0.8800 | 0.5000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8020 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6891 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 79.57% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |