UC WAR. PUT 12/25 G1A/ DE000HD6Y261 /
06/08/2024 13:46:37 | Chg.0.0000 | Bid15:16:07 | Ask15:16:07 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5000EUR | 0.00% | 0.5100 Bid Size: 175,000 |
0.5200 Ask Size: 175,000 |
GEA GROUP AG | 40.00 - | 17/12/2025 | Put |
Master data
WKN: | HD6Y26 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GEA GROUP AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 40.00 - |
Maturity: | 17/12/2025 |
Issue date: | 04/07/2024 |
Last trading day: | 16/12/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -7.57 |
Leverage: | Yes |
Calculated values
Fair value: | 0.32 |
---|---|
Intrinsic value: | 0.14 |
Implied volatility: | 0.30 |
Historic volatility: | 0.20 |
Parity: | 0.14 |
Time value: | 0.37 |
Break-even: | 34.90 |
Moneyness: | 1.04 |
Premium: | 0.10 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.02 |
Spread %: | 4.08% |
Delta: | -0.41 |
Theta: | 0.00 |
Omega: | -3.14 |
Rho: | -0.29 |
Quote data
Open: | 0.4800 |
---|---|
High: | 0.5000 |
Low: | 0.4800 |
Previous Close: | 0.5000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +21.95% | ||
---|---|---|---|
1 Month | +16.28% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5000 | 0.4000 |
---|---|---|
1M High / 1M Low: | 0.5000 | 0.4000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4380 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4310 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 69.69% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |