UC WAR. PUT 03/25 NDA/ DE000HD4JSV8 /
06/09/2024 21:45:11 | Chg.+0.0200 | Bid21:59:46 | Ask21:59:46 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4400EUR | +1.41% | 1.3700 Bid Size: 6,000 |
1.5300 Ask Size: 6,000 |
AURUBIS AG | 80.00 - | 19/03/2025 | Put |
Master data
WKN: | HD4JSV |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AURUBIS AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 80.00 - |
Maturity: | 19/03/2025 |
Issue date: | 11/04/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -4.74 |
Leverage: | Yes |
Calculated values
Fair value: | 1.38 |
---|---|
Intrinsic value: | 1.27 |
Implied volatility: | 0.35 |
Historic volatility: | 0.32 |
Parity: | 1.27 |
Time value: | 0.16 |
Break-even: | 65.80 |
Moneyness: | 1.19 |
Premium: | 0.02 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.04 |
Spread %: | 2.90% |
Delta: | -0.69 |
Theta: | -0.01 |
Omega: | -3.25 |
Rho: | -0.32 |
Quote data
Open: | 1.3900 |
---|---|
High: | 1.4600 |
Low: | 1.3900 |
Previous Close: | 1.4200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +5.11% | ||
---|---|---|---|
1 Month | -20.00% | ||
3 Months | +29.73% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.5100 | 1.3400 |
---|---|---|
1M High / 1M Low: | 1.8200 | 1.3400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.4260 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.5339 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 66.16% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |