UC WAR. PUT 03/25 ZFIN/ DE000HD4N8X9 /
2024-08-14 9:46:50 PM | Chg.-0.1000 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5700EUR | -14.93% | 0.4900 Bid Size: 8,000 |
0.5900 Ask Size: 8,000 |
Zurich Insurance Gro... | 400.00 - | 2025-03-19 | Put |
Master data
WKN: | HD4N8X |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Zurich Insurance Group Ltd |
Type: | Warrant |
Option type: | Put |
Strike price: | 400.00 - |
Maturity: | 2025-03-19 |
Issue date: | 2024-04-15 |
Last trading day: | 2025-03-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -70.42 |
Leverage: | Yes |
Calculated values
Fair value: | 0.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.15 |
Parity: | -8.59 |
Time value: | 0.69 |
Break-even: | 393.10 |
Moneyness: | 0.82 |
Premium: | 0.19 |
Premium p.a.: | 0.34 |
Spread abs.: | 0.10 |
Spread %: | 16.95% |
Delta: | -0.13 |
Theta: | -0.04 |
Omega: | -8.85 |
Rho: | -0.40 |
Quote data
Open: | 0.5800 |
---|---|
High: | 0.6100 |
Low: | 0.5700 |
Previous Close: | 0.6700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -28.75% | ||
---|---|---|---|
1 Month | +14.00% | ||
3 Months | -39.36% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8000 | 0.5700 |
---|---|---|
1M High / 1M Low: | 1.1600 | 0.4900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7060 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6448 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 306.31% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |