UC WAR. PUT 03/25 CBK/ DE000HD5SM86 /
8/23/2024 9:41:33 PM | Chg.-0.0900 | Bid9:46:35 PM | Ask9:46:35 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.3500EUR | -3.69% | 2.3400 Bid Size: 15,000 |
2.3500 Ask Size: 15,000 |
COMMERZBANK AG | 15.00 - | 3/19/2025 | Put |
Master data
WKN: | HD5SM8 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | COMMERZBANK AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 15.00 - |
Maturity: | 3/19/2025 |
Issue date: | 5/22/2024 |
Last trading day: | 3/18/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -5.57 |
Leverage: | Yes |
Calculated values
Fair value: | 2.19 |
---|---|
Intrinsic value: | 1.91 |
Implied volatility: | 0.34 |
Historic volatility: | 0.29 |
Parity: | 1.91 |
Time value: | 0.45 |
Break-even: | 12.65 |
Moneyness: | 1.15 |
Premium: | 0.03 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.01 |
Spread %: | 0.43% |
Delta: | -0.63 |
Theta: | 0.00 |
Omega: | -3.50 |
Rho: | -0.06 |
Quote data
Open: | 2.4200 |
---|---|
High: | 2.4200 |
Low: | 2.2900 |
Previous Close: | 2.4400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -8.56% | ||
---|---|---|---|
1 Month | +67.86% | ||
3 Months | +66.67% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.6900 | 2.3500 |
---|---|---|
1M High / 1M Low: | 2.9500 | 1.4000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.5240 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.3332 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 145.92% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |