UC WAR. PUT 12/25 ZEG/ DE000HD8E020 /
| 1/10/2025 11:46:00 AM | Chg.- | Bid1:35:43 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.9000EUR | - | 4.9900 Bid Size: 40,000 |
- Ask Size: - |
ASTRAZENECA PLC D... | 150.00 - | 12/17/2025 | Put |
Master data
| WKN: | HD8E02 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ASTRAZENECA PLC DL-,25 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 150.00 - |
| Maturity: | 12/17/2025 |
| Issue date: | 9/2/2024 |
| Last trading day: | 1/10/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -2.70 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.01 |
|---|---|
| Intrinsic value: | 1.87 |
| Implied volatility: | 0.80 |
| Historic volatility: | 0.21 |
| Parity: | 1.87 |
| Time value: | 2.99 |
| Break-even: | 101.40 |
| Moneyness: | 1.14 |
| Premium: | 0.23 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | -0.41 |
| Theta: | -0.05 |
| Omega: | -1.10 |
| Rho: | -0.91 |
Quote data
| Open: | 4.9000 |
|---|---|
| High: | 4.9000 |
| Low: | 4.8800 |
| Previous Close: | 4.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -11.07% | ||
| 3 Months | +17.79% | ||
| YTD | -11.23% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 5.5800 | 4.9000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/2/2025 | 5.4000 |
| Low (YTD): | 1/10/2025 | 4.9000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 5.2778 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 25.94% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |