UC WAR. PUT 12/25 IES/ DE000HD5DB78 /
| 2024-08-02 9:45:33 PM | Chg.+0.1000 | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9200EUR | +12.20% | 0.9000 Bid Size: 15,000 |
0.9300 Ask Size: 15,000 |
INTESA SANPAOLO | 4.00 - | 2025-12-17 | Put |
Master data
| WKN: | HD5DB7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 4.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-05-08 |
| Last trading day: | 2025-12-16 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -3.70 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.58 |
|---|---|
| Intrinsic value: | 0.56 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.22 |
| Parity: | 0.56 |
| Time value: | 0.37 |
| Break-even: | 3.07 |
| Moneyness: | 1.16 |
| Premium: | 0.11 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 3.33% |
| Delta: | -0.48 |
| Theta: | 0.00 |
| Omega: | -1.76 |
| Rho: | -0.04 |
Quote data
| Open: | 0.8500 |
|---|---|
| High: | 0.9200 |
| Low: | 0.8500 |
| Previous Close: | 0.8200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +24.32% | ||
|---|---|---|---|
| 1 Month | +15.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9200 | 0.6700 |
|---|---|---|
| 1M High / 1M Low: | 0.9200 | 0.6700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7695 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 84.72% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
