UC WAR. PUT 07/24 MUV2/ DE000HD5SDV8 /
05/07/2024 21:40:55 | Chg.+0.0900 | Bid21:59:11 | Ask21:59:11 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7700EUR | +13.24% | 0.6600 Bid Size: 5,000 |
0.9300 Ask Size: 5,000 |
MUENCH.RUECKVERS.VNA... | 450.00 - | 17/07/2024 | Put |
Master data
WKN: | HD5SDV |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MUENCH.RUECKVERS.VNA O.N. |
Type: | Warrant |
Option type: | Put |
Strike price: | 450.00 - |
Maturity: | 17/07/2024 |
Issue date: | 22/05/2024 |
Last trading day: | 16/07/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -47.91 |
Leverage: | Yes |
Calculated values
Fair value: | 0.76 |
---|---|
Intrinsic value: | 0.44 |
Implied volatility: | 0.23 |
Historic volatility: | 0.17 |
Parity: | 0.44 |
Time value: | 0.49 |
Break-even: | 440.70 |
Moneyness: | 1.01 |
Premium: | 0.01 |
Premium p.a.: | 0.44 |
Spread abs.: | 0.27 |
Spread %: | 40.91% |
Delta: | -0.58 |
Theta: | -0.29 |
Omega: | -27.70 |
Rho: | -0.08 |
Quote data
Open: | 0.6800 |
---|---|
High: | 0.7700 |
Low: | 0.6200 |
Previous Close: | 0.6800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +165.52% | ||
---|---|---|---|
1 Month | +24.19% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.9000 | 0.2200 |
---|---|---|
1M High / 1M Low: | 0.9000 | 0.2200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6580 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5627 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 850.34% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |