UC WAR. PUT 03/25 DUE/ DE000HD3ZYA8 /
9/13/2024 5:45:45 PM | Chg.-0.5200 | Bid7:14:39 PM | Ask7:14:39 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.9000EUR | -21.49% | 1.9000 Bid Size: 8,000 |
2.0000 Ask Size: 8,000 |
DUERR AG O.N. | 20.00 - | 3/19/2025 | Put |
Master data
WKN: | HD3ZYA |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DUERR AG O.N. |
Type: | Warrant |
Option type: | Put |
Strike price: | 20.00 - |
Maturity: | 3/19/2025 |
Issue date: | 3/21/2024 |
Last trading day: | 3/18/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -6.68 |
Leverage: | Yes |
Calculated values
Fair value: | 2.45 |
---|---|
Intrinsic value: | 1.64 |
Implied volatility: | 0.38 |
Historic volatility: | 0.32 |
Parity: | 1.64 |
Time value: | 1.11 |
Break-even: | 17.25 |
Moneyness: | 1.09 |
Premium: | 0.06 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.74 |
Spread %: | 36.82% |
Delta: | -0.55 |
Theta: | 0.00 |
Omega: | -3.65 |
Rho: | -0.07 |
Quote data
Open: | 1.8500 |
---|---|
High: | 1.9700 |
Low: | 1.8500 |
Previous Close: | 2.4200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -29.63% | ||
---|---|---|---|
1 Month | -14.41% | ||
3 Months | +36.69% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.7300 | 2.4200 |
---|---|---|
1M High / 1M Low: | 2.7300 | 1.8300 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.5980 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.1161 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 121.63% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |