UC WAR. PUT 06/25 NDA/ DE000HD4PP53 /
13/11/2024 21:46:47 | Chg.-0.1000 | Bid21:59:14 | Ask21:59:14 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0400EUR | -8.77% | 1.0200 Bid Size: 10,000 |
1.0700 Ask Size: 10,000 |
AURUBIS AG | 80.00 - | 18/06/2025 | Put |
Master data
WKN: | HD4PP5 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AURUBIS AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 80.00 - |
Maturity: | 18/06/2025 |
Issue date: | 16/04/2024 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -6.50 |
Leverage: | Yes |
Calculated values
Fair value: | 0.99 |
---|---|
Intrinsic value: | 0.40 |
Implied volatility: | 0.44 |
Historic volatility: | 0.36 |
Parity: | 0.40 |
Time value: | 0.77 |
Break-even: | 68.30 |
Moneyness: | 1.05 |
Premium: | 0.10 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.05 |
Spread %: | 4.46% |
Delta: | -0.47 |
Theta: | -0.02 |
Omega: | -3.06 |
Rho: | -0.28 |
Quote data
Open: | 1.1000 |
---|---|
High: | 1.1000 |
Low: | 0.9900 |
Previous Close: | 1.1400 |
Turnover: | 240.6200 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +9.47% | ||
---|---|---|---|
1 Month | -40.23% | ||
3 Months | -41.90% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1400 | 0.8700 |
---|---|---|
1M High / 1M Low: | 1.8400 | 0.8200 |
6M High / 6M Low: | 1.9500 | 0.8200 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.9460 | |
Avg. volume 1W: | 45.4000 | |
Avg. price 1M: | 1.2768 | |
Avg. volume 1M: | 10.3182 | |
Avg. price 6M: | 1.3514 | |
Avg. volume 6M: | 1.7197 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 163.21% | |
Volatility 6M: | 128.19% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |