UC WAR. PUT 06/25 AOMD/ DE000HD1EC70 /
| 2024-06-19 9:45:41 PM | Chg.-0.0200 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5700EUR | -3.39% | 0.4700 Bid Size: 8,000 |
0.6600 Ask Size: 8,000 |
ALSTOM S.A. INH. ... | 9.4312 EUR | 2025-06-18 | Put |
Master data
| WKN: | HD1EC7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 9.43 EUR |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1.06 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -27.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.54 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.58 |
| Historic volatility: | 0.55 |
| Parity: | -7.08 |
| Time value: | 0.63 |
| Break-even: | 8.84 |
| Moneyness: | 0.59 |
| Premium: | 0.45 |
| Premium p.a.: | 0.45 |
| Spread abs.: | 0.19 |
| Spread %: | 43.18% |
| Delta: | -0.10 |
| Theta: | 0.00 |
| Omega: | -2.76 |
| Rho: | -0.02 |
Quote data
| Open: | 0.5900 |
|---|---|
| High: | 0.5900 |
| Low: | 0.5700 |
| Previous Close: | 0.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.79% | ||
|---|---|---|---|
| 1 Month | -9.52% | ||
| 3 Months | -56.49% | ||
| YTD | -62.99% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5900 | 0.5600 |
|---|---|---|
| 1M High / 1M Low: | 0.6200 | 0.5000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-01-19 | 1.9600 |
| Low (YTD): | 2024-05-30 | 0.5000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5564 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 62.06% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
