UC WAR. PUT 03/25 NDA/ DE000HD401S1 /
| 10/18/2024 11:45:47 AM | Chg.-0.0300 | Bid10/18/2024 | Ask10/18/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1000EUR | -23.08% | 0.0900 Bid Size: 100,000 |
0.1100 Ask Size: 100,000 |
AURUBIS AG | 50.00 - | 3/19/2025 | Put |
Master data
| WKN: | HD401S |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 50.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 3/21/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -41.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.34 |
| Parity: | -1.71 |
| Time value: | 0.16 |
| Break-even: | 48.40 |
| Moneyness: | 0.75 |
| Premium: | 0.28 |
| Premium p.a.: | 0.80 |
| Spread abs.: | 0.08 |
| Spread %: | 100.00% |
| Delta: | -0.13 |
| Theta: | -0.01 |
| Omega: | -5.45 |
| Rho: | -0.04 |
Quote data
| Open: | 0.0700 |
|---|---|
| High: | 0.1000 |
| Low: | 0.0700 |
| Previous Close: | 0.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -28.57% | ||
|---|---|---|---|
| 1 Month | -9.09% | ||
| 3 Months | -16.67% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1600 | 0.1300 |
|---|---|---|
| 1M High / 1M Low: | 0.2000 | 0.1000 |
| 6M High / 6M Low: | 0.3000 | 0.1000 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1414 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1599 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 345.85% | |
| Volatility 6M: | 261.41% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
