UC WAR. PUT 12/25 IES/ DE000HD5DB78 /
2024-09-20 9:45:38 PM | Chg.-0.0300 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6600EUR | -4.35% | 0.6600 Bid Size: 35,000 |
0.6900 Ask Size: 35,000 |
INTESA SANPAOLO | 4.00 - | 2025-12-17 | Put |
Master data
WKN: | HD5DB7 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | INTESA SANPAOLO |
Type: | Warrant |
Option type: | Put |
Strike price: | 4.00 - |
Maturity: | 2025-12-17 |
Issue date: | 2024-05-08 |
Last trading day: | 2025-12-16 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -5.54 |
Leverage: | Yes |
Calculated values
Fair value: | 0.35 |
---|---|
Intrinsic value: | 0.18 |
Implied volatility: | 0.41 |
Historic volatility: | 0.21 |
Parity: | 0.18 |
Time value: | 0.52 |
Break-even: | 3.31 |
Moneyness: | 1.05 |
Premium: | 0.13 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.03 |
Spread %: | 4.55% |
Delta: | -0.41 |
Theta: | 0.00 |
Omega: | -2.29 |
Rho: | -0.03 |
Quote data
Open: | 0.6700 |
---|---|
High: | 0.6700 |
Low: | 0.6500 |
Previous Close: | 0.6900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -9.59% | ||
---|---|---|---|
1 Month | -17.50% | ||
3 Months | -26.67% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7300 | 0.6600 |
---|---|---|
1M High / 1M Low: | 0.8000 | 0.6600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7000 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7295 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 58.30% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |