UC WAR. PUT 09/24 VAS/ DE000HD1EGK3 /
2024-06-20 9:46:40 AM | Chg.-0.300 | Bid10:36:44 AM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.250EUR | -5.41% | 5.380 Bid Size: 4,000 |
- Ask Size: - |
VOESTALPINE AG | 30.00 - | 2024-09-18 | Put |
Master data
WKN: | HD1EGK |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VOESTALPINE AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 30.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-12-27 |
Last trading day: | 2024-09-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -4.45 |
Leverage: | Yes |
Calculated values
Fair value: | 5.10 |
---|---|
Intrinsic value: | 5.10 |
Implied volatility: | 0.46 |
Historic volatility: | 0.24 |
Parity: | 5.10 |
Time value: | 0.50 |
Break-even: | 24.40 |
Moneyness: | 1.20 |
Premium: | 0.02 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.19 |
Spread %: | 3.51% |
Delta: | -0.75 |
Theta: | -0.01 |
Omega: | -3.32 |
Rho: | -0.06 |
Quote data
Open: | 5.430 |
---|---|
High: | 5.430 |
Low: | 5.250 |
Previous Close: | 5.550 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.69% | ||
---|---|---|---|
1 Month | +16.67% | ||
3 Months | -6.42% | ||
YTD | +28.36% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.700 | 5.340 |
---|---|---|
1M High / 1M Low: | 5.700 | 4.170 |
6M High / 6M Low: | - | - |
High (YTD): | 2024-03-06 | 6.450 |
Low (YTD): | 2024-01-02 | 4.140 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.552 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 4.819 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 94.74% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |