UC WAR. PUT 06/25 BNR/ DE000HD2H497 /
| 9/5/2024 1:40:06 PM | Chg.+0.0400 | Bid1:42:18 PM | Ask1:42:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4800EUR | +2.78% | 1.4800 Bid Size: 60,000 |
1.4900 Ask Size: 60,000 |
BRENNTAG SE NA O.N. | 80.00 - | 6/18/2025 | Put |
Master data
| WKN: | HD2H49 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 80.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 2/6/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -4.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.33 |
|---|---|
| Intrinsic value: | 1.33 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.19 |
| Parity: | 1.33 |
| Time value: | 0.14 |
| Break-even: | 65.30 |
| Moneyness: | 1.20 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.05 |
| Spread %: | 3.52% |
| Delta: | -0.66 |
| Theta: | -0.01 |
| Omega: | -3.00 |
| Rho: | -0.46 |
Quote data
| Open: | 1.4300 |
|---|---|
| High: | 1.4900 |
| Low: | 1.4300 |
| Previous Close: | 1.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.71% | ||
|---|---|---|---|
| 1 Month | -7.50% | ||
| 3 Months | -5.13% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4400 | 1.3900 |
|---|---|---|
| 1M High / 1M Low: | 1.7400 | 1.3900 |
| 6M High / 6M Low: | 1.7400 | 0.6900 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5817 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3478 | |
| Avg. volume 6M: | 6.4496 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 59.01% | |
| Volatility 6M: | 74.43% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
