UC WAR. PUT 03/25 DUE/ DE000HD3ZYA8 /
| 2024-06-28 9:45:28 PM | Chg.-0.0100 | Bid9:59:02 PM | Ask9:59:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0800EUR | -0.48% | 2.0200 Bid Size: 2,000 |
2.2200 Ask Size: 2,000 |
DUERR AG O.N. | 20.00 - | 2025-03-19 | Put |
Master data
| WKN: | HD3ZYA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DUERR AG O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-21 |
| Last trading day: | 2025-03-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -8.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.85 |
|---|---|
| Intrinsic value: | 0.20 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.30 |
| Parity: | 0.20 |
| Time value: | 2.02 |
| Break-even: | 17.78 |
| Moneyness: | 1.01 |
| Premium: | 0.10 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.20 |
| Spread %: | 9.90% |
| Delta: | -0.42 |
| Theta: | 0.00 |
| Omega: | -3.73 |
| Rho: | -0.08 |
Quote data
| Open: | 2.1100 |
|---|---|
| High: | 2.1100 |
| Low: | 2.0700 |
| Previous Close: | 2.0900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.22% | ||
|---|---|---|---|
| 1 Month | +85.71% | ||
| 3 Months | -3.26% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0900 | 1.8200 |
|---|---|---|
| 1M High / 1M Low: | 2.0900 | 1.0500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.0200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5161 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 103.67% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
