UC WAR. PUT 12/25 VAS/ DE000HD6SBH9 /
2024-09-26 9:45:40 PM | Chg.-0.3300 | Bid9:59:25 PM | Ask9:59:25 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.1700EUR | -13.20% | 2.0500 Bid Size: 2,000 |
2.2600 Ask Size: 2,000 |
VOESTALPINE AG | 20.00 - | 2025-12-17 | Put |
Master data
WKN: | HD6SBH |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VOESTALPINE AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 20.00 - |
Maturity: | 2025-12-17 |
Issue date: | 2024-07-01 |
Last trading day: | 2025-12-16 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -8.38 |
Leverage: | Yes |
Calculated values
Fair value: | 1.13 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.41 |
Historic volatility: | 0.24 |
Parity: | -1.70 |
Time value: | 2.59 |
Break-even: | 17.41 |
Moneyness: | 0.92 |
Premium: | 0.20 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.20 |
Spread %: | 8.37% |
Delta: | -0.31 |
Theta: | 0.00 |
Omega: | -2.59 |
Rho: | -0.11 |
Quote data
Open: | 2.2300 |
---|---|
High: | 2.2600 |
Low: | 2.1700 |
Previous Close: | 2.5000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -10.33% | ||
---|---|---|---|
1 Month | +11.28% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.6300 | 2.4200 |
---|---|---|
1M High / 1M Low: | 2.9900 | 1.8900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.5220 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.4561 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 98.18% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |