UC WAR. PUT 01/25 M4I/ DE000HD8C3J8 /
9/5/2024 9:42:16 AM | Chg.-0.0400 | Bid10:13:03 AM | Ask10:13:03 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.6500EUR | -1.49% | 2.7000 Bid Size: 4,000 |
2.7800 Ask Size: 4,000 |
MasterCard Incorpora... | 500.00 USD | 1/15/2025 | Put |
Master data
WKN: | HD8C3J |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MasterCard Incorporated |
Type: | Warrant |
Option type: | Put |
Strike price: | 500.00 USD |
Maturity: | 1/15/2025 |
Issue date: | 8/29/2024 |
Last trading day: | 1/14/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -16.27 |
Leverage: | Yes |
Calculated values
Fair value: | 2.04 |
---|---|
Intrinsic value: | 1.52 |
Implied volatility: | 0.21 |
Historic volatility: | 0.14 |
Parity: | 1.52 |
Time value: | 1.16 |
Break-even: | 424.46 |
Moneyness: | 1.03 |
Premium: | 0.03 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.02 |
Spread %: | 0.75% |
Delta: | -0.54 |
Theta: | -0.06 |
Omega: | -8.85 |
Rho: | -0.96 |
Quote data
Open: | 2.5700 |
---|---|
High: | 2.6500 |
Low: | 2.5700 |
Previous Close: | 2.6900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.57% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.7400 | 2.5800 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.6660 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |