UC WAR. PUT 09/25 GS71/ DE000HD95295 /
| 1/24/2025 9:46:36 AM | Chg.-0.0300 | Bid10:33:18 AM | Ask10:33:18 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1300EUR | -1.39% | 2.1900 Bid Size: 25,000 |
2.2000 Ask Size: 25,000 |
Gsk PLC ORD 31 1/4P | 15.00 GBP | 9/17/2025 | Put |
Master data
| WKN: | HD9529 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Gsk PLC ORD 31 1/4P |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 15.00 GBP |
| Maturity: | 9/17/2025 |
| Issue date: | 9/30/2024 |
| Last trading day: | 9/16/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -7.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.85 |
|---|---|
| Intrinsic value: | 1.51 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.21 |
| Parity: | 1.51 |
| Time value: | 0.66 |
| Break-even: | 15.62 |
| Moneyness: | 1.09 |
| Premium: | 0.04 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.04 |
| Spread %: | 1.88% |
| Delta: | -0.58 |
| Theta: | 0.00 |
| Omega: | -4.36 |
| Rho: | -0.08 |
Quote data
| Open: | 2.1100 |
|---|---|
| High: | 2.1300 |
| Low: | 2.1100 |
| Previous Close: | 2.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.33% | ||
|---|---|---|---|
| 1 Month | -14.46% | ||
| 3 Months | +20.34% | ||
| YTD | -12.35% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.2700 | 2.1600 |
|---|---|---|
| 1M High / 1M Low: | 2.8100 | 2.1600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/14/2025 | 2.8100 |
| Low (YTD): | 1/23/2025 | 2.1600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3767 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 84.04% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |