UC WAR. PUT 03/25 DUE/ DE000HD3ZYA8 /
12/07/2024 11:46:00 | Chg.0.0000 | Bid11:48:49 | Ask11:48:49 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.7300EUR | 0.00% | 1.7000 Bid Size: 20,000 |
1.7400 Ask Size: 20,000 |
DUERR AG O.N. | 20.00 - | 19/03/2025 | Put |
Master data
WKN: | HD3ZYA |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DUERR AG O.N. |
Type: | Warrant |
Option type: | Put |
Strike price: | 20.00 - |
Maturity: | 19/03/2025 |
Issue date: | 21/03/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -11.44 |
Leverage: | Yes |
Calculated values
Fair value: | 1.38 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.37 |
Historic volatility: | 0.30 |
Parity: | -0.94 |
Time value: | 1.83 |
Break-even: | 18.17 |
Moneyness: | 0.96 |
Premium: | 0.13 |
Premium p.a.: | 0.20 |
Spread abs.: | 0.21 |
Spread %: | 12.96% |
Delta: | -0.35 |
Theta: | 0.00 |
Omega: | -4.01 |
Rho: | -0.06 |
Quote data
Open: | 1.7300 |
---|---|
High: | 1.7500 |
Low: | 1.7300 |
Previous Close: | 1.7300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -6.49% | ||
---|---|---|---|
1 Month | +31.06% | ||
3 Months | +4.22% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.8500 | 1.6600 |
---|---|---|
1M High / 1M Low: | 2.0900 | 1.3200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.7360 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.7941 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 112.94% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |