UC WAR. PUT 12/25 GZF/ DE000HD5DA87 /
| 2024-06-18 9:45:42 AM | Chg.+0.0600 | Bid10:30:40 AM | Ask10:30:40 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6500EUR | +2.32% | 2.6900 Bid Size: 40,000 |
2.7000 Ask Size: 40,000 |
ENGIE S.A. INH. ... | 15.00 - | 2025-12-17 | Put |
Master data
| WKN: | HD5DA8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENGIE S.A. INH. EO 1 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 15.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-05-08 |
| Last trading day: | 2025-12-16 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -4.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.80 |
|---|---|
| Intrinsic value: | 1.80 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.17 |
| Parity: | 1.80 |
| Time value: | 0.90 |
| Break-even: | 12.31 |
| Moneyness: | 1.14 |
| Premium: | 0.07 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.21 |
| Spread %: | 8.47% |
| Delta: | -0.50 |
| Theta: | 0.00 |
| Omega: | -2.43 |
| Rho: | -0.14 |
Quote data
| Open: | 2.5900 |
|---|---|
| High: | 2.6500 |
| Low: | 2.5900 |
| Previous Close: | 2.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +27.40% | ||
|---|---|---|---|
| 1 Month | +97.76% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6900 | 2.0800 |
|---|---|---|
| 1M High / 1M Low: | 2.6900 | 1.3400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.4060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6805 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 100.67% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
