UC WAR. PUT 03/25 DAP/ DE000HD43SE8 /
11/10/2024 21:41:16 | Chg.-0.0100 | Bid21:55:28 | Ask21:55:28 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2100EUR | -4.55% | 0.1700 Bid Size: 15,000 |
0.2700 Ask Size: 15,000 |
DANAHER CORP. D... | 200.00 - | 19/03/2025 | Put |
Master data
WKN: | HD43SE |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DANAHER CORP. DL-,01 |
Type: | Warrant |
Option type: | Put |
Strike price: | 200.00 - |
Maturity: | 19/03/2025 |
Issue date: | 25/03/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -91.56 |
Leverage: | Yes |
Calculated values
Fair value: | 0.06 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.30 |
Historic volatility: | 0.21 |
Parity: | -4.72 |
Time value: | 0.27 |
Break-even: | 197.30 |
Moneyness: | 0.81 |
Premium: | 0.20 |
Premium p.a.: | 0.53 |
Spread abs.: | 0.10 |
Spread %: | 58.82% |
Delta: | -0.11 |
Theta: | -0.03 |
Omega: | -9.73 |
Rho: | -0.13 |
Quote data
Open: | 0.1400 |
---|---|
High: | 0.2100 |
Low: | 0.1400 |
Previous Close: | 0.2200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | 0.00% | ||
3 Months | -56.25% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2200 | 0.2100 |
---|---|---|
1M High / 1M Low: | 0.2200 | 0.1600 |
6M High / 6M Low: | 0.9100 | 0.1600 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2160 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1929 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3713 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 149.83% | |
Volatility 6M: | 175.80% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |