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: | - |