UC WAR. PUT 09/24 BEI/ DE000HD71YS7 /
2024-08-22 11:40:58 AM | Chg.- | Bid1:16:55 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3200EUR | - | 1.3100 Bid Size: 35,000 |
- Ask Size: - |
BEIERSDORF AG O.N. | 140.00 - | 2024-09-18 | Put |
Master data
WKN: | HD71YS |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BEIERSDORF AG O.N. |
Type: | Warrant |
Option type: | Put |
Strike price: | 140.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2024-07-10 |
Last trading day: | 2024-08-22 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -9.62 |
Leverage: | Yes |
Calculated values
Fair value: | 1.20 |
---|---|
Intrinsic value: | 1.20 |
Implied volatility: | 0.41 |
Historic volatility: | 0.14 |
Parity: | 1.20 |
Time value: | 0.13 |
Break-even: | 126.70 |
Moneyness: | 1.09 |
Premium: | 0.01 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.01 |
Spread %: | 0.76% |
Delta: | -0.78 |
Theta: | -0.07 |
Omega: | -7.49 |
Rho: | -0.08 |
Quote data
Open: | 1.3100 |
---|---|
High: | 1.3200 |
Low: | 1.2800 |
Previous Close: | 1.3100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -15.38% | ||
---|---|---|---|
1 Month | +97.01% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.5400 | 1.3100 |
---|---|---|
1M High / 1M Low: | 1.6200 | 0.5700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.4175 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1676 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 159.47% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |