UniCredit Put 55 MO 15.01.2025/  DE000UG0KA48  /

EUWAX
2024-12-23  9:14:38 PM Chg.+0.010 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.260EUR +4.00% -
Bid Size: -
-
Ask Size: -
Altria Group Inc 55.00 USD 2025-01-15 Put
 

Master data

WKN: UG0KA4
Issuer: UniCredit
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Put
Strike price: 55.00 USD
Maturity: 2025-01-15
Issue date: 2024-11-18
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.77
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.15
Implied volatility: 0.37
Historic volatility: 0.18
Parity: 0.15
Time value: 0.11
Break-even: 50.27
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 4.00%
Delta: -0.60
Theta: -0.04
Omega: -11.90
Rho: -0.02
 

Quote data

Open: 0.220
High: 0.270
Low: 0.220
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.00%
1 Month  
+160.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.250
1M High / 1M Low: 0.290 0.050
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.136
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   358.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -