UC WAR. PUT 12/25 FPE3/ DE000HD6Y1N0 /
| 1/10/2025 11:45:32 AM | Chg.+0.0600 | Bid1:20:48 PM | Ask1:20:48 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3400EUR | +21.43% | 0.3300 Bid Size: 100,000 |
0.3400 Ask Size: 100,000 |
FUCHS SE VZO NA O.N... | 40.00 - | 12/17/2025 | Put |
Master data
| WKN: | HD6Y1N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FUCHS SE VZO NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 - |
| Maturity: | 12/17/2025 |
| Issue date: | 7/4/2024 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -14.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.21 |
| Parity: | -0.24 |
| Time value: | 0.29 |
| Break-even: | 37.10 |
| Moneyness: | 0.94 |
| Premium: | 0.12 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.03 |
| Spread %: | 11.54% |
| Delta: | -0.33 |
| Theta: | 0.00 |
| Omega: | -4.79 |
| Rho: | -0.16 |
Quote data
| Open: | 0.2700 |
|---|---|
| High: | 0.3400 |
| Low: | 0.2700 |
| Previous Close: | 0.2800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.68% | ||
|---|---|---|---|
| 1 Month | +36.00% | ||
| 3 Months | +9.68% | ||
| YTD | +9.68% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.3100 | 0.2800 |
|---|---|---|
| 1M High / 1M Low: | 0.3400 | 0.2500 |
| 6M High / 6M Low: | 0.5700 | 0.2300 |
| High (YTD): | 1/3/2025 | 0.3100 |
| Low (YTD): | 1/9/2025 | 0.2800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3011 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3648 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 66.92% | |
| Volatility 6M: | 96.23% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |