UC WAR. PUT 03/25 ZFIN/ DE000HD43MP7 /
2024-07-16 3:45:54 PM | Chg.+0.3000 | Bid5:30:49 PM | Ask5:30:49 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.8300EUR | +8.50% | 3.6800 Bid Size: 4,000 |
3.7300 Ask Size: 4,000 |
Zurich Insurance Gro... | 500.00 - | 2025-03-19 | Put |
Master data
WKN: | HD43MP |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Zurich Insurance Group Ltd |
Type: | Warrant |
Option type: | Put |
Strike price: | 500.00 - |
Maturity: | 2025-03-19 |
Issue date: | 2024-03-25 |
Last trading day: | 2025-03-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -13.64 |
Leverage: | Yes |
Calculated values
Fair value: | 2.40 |
---|---|
Intrinsic value: | 1.16 |
Implied volatility: | 0.23 |
Historic volatility: | 0.15 |
Parity: | 1.16 |
Time value: | 2.42 |
Break-even: | 464.20 |
Moneyness: | 1.02 |
Premium: | 0.05 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.10 |
Spread %: | 2.87% |
Delta: | -0.46 |
Theta: | -0.05 |
Omega: | -6.29 |
Rho: | -1.76 |
Quote data
Open: | 3.5200 |
---|---|
High: | 3.8700 |
Low: | 3.5200 |
Previous Close: | 3.5300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +3.79% | ||
---|---|---|---|
1 Month | -11.75% | ||
3 Months | -37.82% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.6900 | 3.4200 |
---|---|---|
1M High / 1M Low: | 4.0400 | 3.2200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.4980 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.5933 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 93.98% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |