UC WAR. PUT 12/24 DAP/ DE000HD43S98 /
14/10/2024 11:40:15 | Chg.-0.0700 | Bid13:02:31 | Ask13:02:31 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4200EUR | -14.29% | 0.4500 Bid Size: 8,000 |
0.5200 Ask Size: 8,000 |
DANAHER CORP. D... | 250.00 - | 18/12/2024 | Put |
Master data
WKN: | HD43S9 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DANAHER CORP. DL-,01 |
Type: | Warrant |
Option type: | Put |
Strike price: | 250.00 - |
Maturity: | 18/12/2024 |
Issue date: | 25/03/2024 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -45.00 |
Leverage: | Yes |
Calculated values
Fair value: | 0.92 |
---|---|
Intrinsic value: | 0.25 |
Implied volatility: | 0.12 |
Historic volatility: | 0.21 |
Parity: | 0.25 |
Time value: | 0.30 |
Break-even: | 244.50 |
Moneyness: | 1.01 |
Premium: | 0.01 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.10 |
Spread %: | 22.22% |
Delta: | -0.52 |
Theta: | -0.03 |
Omega: | -23.61 |
Rho: | -0.24 |
Quote data
Open: | 0.3900 |
---|---|
High: | 0.4200 |
Low: | 0.3900 |
Previous Close: | 0.4900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -25.00% | ||
---|---|---|---|
1 Month | -17.65% | ||
3 Months | -70.42% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6000 | 0.4900 |
---|---|---|
1M High / 1M Low: | 0.6000 | 0.3900 |
6M High / 6M Low: | 2.3900 | 0.3900 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5520 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4820 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.0309 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 218.10% | |
Volatility 6M: | 195.98% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |