UC WAR. PUT 01/25 BAYN/ DE000HD9SFP7 /
| 2024-11-26 11:42:23 AM | Chg.- | Bid12:18:14 PM | Ask2024-11-26 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.950EUR | - | 5.920 Bid Size: 70,000 |
- Ask Size: 70,000 |
BAYER AG NA O.N. | 25.00 - | 2025-01-15 | Put |
Master data
| WKN: | HD9SFP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BAYER AG NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 25.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-10-23 |
| Last trading day: | 2024-11-26 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -3.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.06 |
|---|---|
| Intrinsic value: | 6.06 |
| Implied volatility: | - |
| Historic volatility: | 0.33 |
| Parity: | 6.06 |
| Time value: | -0.22 |
| Break-even: | 19.16 |
| Moneyness: | 1.32 |
| Premium: | -0.01 |
| Premium p.a.: | -0.16 |
| Spread abs.: | -0.18 |
| Spread %: | -2.99% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 5.040 |
|---|---|
| High: | 5.950 |
| Low: | 5.040 |
| Previous Close: | 5.150 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +13.33% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 5.950 | 5.150 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 5.450 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 194.97% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
