UC WAR. PUT 06/25 RAW/ DE000HD67Y26 /
2024-08-02 11:46:47 AM | Chg.+0.1600 | Bid1:34:49 PM | Ask1:34:49 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3500EUR | +13.45% | 1.3700 Bid Size: 12,000 |
1.4500 Ask Size: 12,000 |
RAIFFEISEN BK INTL I... | 15.00 - | 2025-06-18 | Put |
Master data
WKN: | HD67Y2 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | RAIFFEISEN BK INTL INH. |
Type: | Warrant |
Option type: | Put |
Strike price: | 15.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2024-06-10 |
Last trading day: | 2025-06-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -12.39 |
Leverage: | Yes |
Calculated values
Fair value: | 0.55 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.46 |
Historic volatility: | 0.28 |
Parity: | -2.72 |
Time value: | 1.43 |
Break-even: | 13.57 |
Moneyness: | 0.85 |
Premium: | 0.23 |
Premium p.a.: | 0.27 |
Spread abs.: | 0.26 |
Spread %: | 22.22% |
Delta: | -0.25 |
Theta: | 0.00 |
Omega: | -3.09 |
Rho: | -0.05 |
Quote data
Open: | 1.1800 |
---|---|
High: | 1.3500 |
Low: | 1.1800 |
Previous Close: | 1.1900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +1.50% | ||
---|---|---|---|
1 Month | -22.41% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.3300 | 1.1600 |
---|---|---|
1M High / 1M Low: | 1.7400 | 1.1600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2460 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.4478 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 84.43% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |