UC WAR. PUT 06/25 ASG/ DE000HD1EDC7 /
| 2024-05-03 9:45:39 PM | Chg.+0.0600 | Bid9:59:04 PM | Ask9:59:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2100EUR | +5.22% | 1.1900 Bid Size: 6,000 |
1.2500 Ask Size: 6,000 |
GENERALI | 20.00 - | 2025-06-18 | Put |
Master data
| WKN: | HD1EDC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GENERALI |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -19.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.14 |
| Parity: | -3.20 |
| Time value: | 1.18 |
| Break-even: | 18.82 |
| Moneyness: | 0.86 |
| Premium: | 0.19 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.06 |
| Spread %: | 5.36% |
| Delta: | -0.23 |
| Theta: | 0.00 |
| Omega: | -4.45 |
| Rho: | -0.07 |
Quote data
| Open: | 1.1500 |
|---|---|
| High: | 1.2100 |
| Low: | 1.1500 |
| Previous Close: | 1.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.20% | ||
|---|---|---|---|
| 1 Month | +15.24% | ||
| 3 Months | -42.92% | ||
| YTD | -60.46% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.2900 | 1.1500 |
|---|---|---|
| 1M High / 1M Low: | 1.4200 | 1.0500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-01-03 | 2.9600 |
| Low (YTD): | 2024-03-27 | 0.9400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2581 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 83.18% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
