UC WAR. PUT 12/25 MCHA/ DE000HD6S7V8 /
| 1/24/2025 9:45:20 PM | Chg.-0.0200 | Bid1/24/2025 | Ask1/24/2025 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7600EUR | -2.56% | 0.7600 Bid Size: 15,000 |
0.7700 Ask Size: 15,000 |
Cie Generale des Eta... | 40.00 - | 12/17/2025 | Put |
Master data
| WKN: | HD6S7V |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Cie Generale des Etablissements Michelin SA |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 - |
| Maturity: | 12/17/2025 |
| Issue date: | 7/1/2024 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -4.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.63 |
|---|---|
| Intrinsic value: | 0.63 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.20 |
| Parity: | 0.63 |
| Time value: | 0.14 |
| Break-even: | 32.30 |
| Moneyness: | 1.19 |
| Premium: | 0.04 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.01 |
| Spread %: | 1.32% |
| Delta: | -0.62 |
| Theta: | 0.00 |
| Omega: | -2.71 |
| Rho: | -0.26 |
Quote data
| Open: | 0.7700 |
|---|---|
| High: | 0.7700 |
| Low: | 0.7600 |
| Previous Close: | 0.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.43% | ||
|---|---|---|---|
| 1 Month | -16.48% | ||
| 3 Months | -22.45% | ||
| YTD | -17.39% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.8100 | 0.7600 |
|---|---|---|
| 1M High / 1M Low: | 1.0000 | 0.7600 |
| 6M High / 6M Low: | 1.0300 | 0.5300 |
| High (YTD): | 1/13/2025 | 1.0000 |
| Low (YTD): | 1/24/2025 | 0.7600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8884 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7878 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 58.39% | |
| Volatility 6M: | 62.24% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |