UC WAR. PUT 12/24 AOMD/ DE000HD5HLS0 /
| 2024-06-19 9:00:24 AM | Chg.-0.0200 | Bid9:39:41 AM | Ask9:39:41 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1400EUR | -1.72% | 1.1400 Bid Size: 50,000 |
1.1600 Ask Size: 50,000 |
ALSTOM S.A. INH. ... | 14.1468 EUR | 2024-12-18 | Put |
Master data
| WKN: | HD5HLS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALSTOM S.A. INH. EO 7 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 14.15 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-05-13 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1.06 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -14.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.50 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.55 |
| Parity: | -1.98 |
| Time value: | 1.21 |
| Break-even: | 13.01 |
| Moneyness: | 0.88 |
| Premium: | 0.19 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.09 |
| Spread %: | 8.04% |
| Delta: | -0.28 |
| Theta: | 0.00 |
| Omega: | -3.92 |
| Rho: | -0.03 |
Quote data
| Open: | 1.1400 |
|---|---|
| High: | 1.1400 |
| Low: | 1.1400 |
| Previous Close: | 1.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +21.28% | ||
|---|---|---|---|
| 1 Month | -5.79% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3000 | 0.9400 |
|---|---|---|
| 1M High / 1M Low: | 1.3000 | 0.7500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9655 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 164.02% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
