UC WAR. PUT 12/24 SEJ1/ DE000HD3KBH3 /
9/27/2024 9:00:20 AM | Chg.-0.0600 | Bid9:13:41 AM | Ask9:13:41 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4900EUR | -10.91% | 0.5200 Bid Size: 15,000 |
0.6000 Ask Size: 15,000 |
SAFRAN INH. EO... | 200.00 - | 12/18/2024 | Put |
Master data
WKN: | HD3KBH |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SAFRAN INH. EO -,20 |
Type: | Warrant |
Option type: | Put |
Strike price: | 200.00 - |
Maturity: | 12/18/2024 |
Issue date: | 3/11/2024 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -35.53 |
Leverage: | Yes |
Calculated values
Fair value: | 0.23 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.31 |
Historic volatility: | 0.19 |
Parity: | -1.32 |
Time value: | 0.60 |
Break-even: | 194.00 |
Moneyness: | 0.94 |
Premium: | 0.09 |
Premium p.a.: | 0.46 |
Spread abs.: | 0.07 |
Spread %: | 13.21% |
Delta: | -0.29 |
Theta: | -0.06 |
Omega: | -10.18 |
Rho: | -0.15 |
Quote data
Open: | 0.4900 |
---|---|
High: | 0.4900 |
Low: | 0.4900 |
Previous Close: | 0.5500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -19.67% | ||
---|---|---|---|
1 Month | -60.48% | ||
3 Months | -62.60% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6100 | 0.5300 |
---|---|---|
1M High / 1M Low: | 1.4400 | 0.5300 |
6M High / 6M Low: | 1.8500 | 0.5300 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5720 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0174 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.1540 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 160.24% | |
Volatility 6M: | 145.85% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |