UC WAR. PUT 09/24 BMT/ DE000HD101H0 /
| 7/17/2024 7:45:12 PM | Chg.-0.1700 | Bid9:19:43 PM | Ask9:19:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9100EUR | -15.74% | 0.8400 Bid Size: 4,000 |
0.9000 Ask Size: 4,000 |
BRIT.AMER.TOBACCO L... | 25.00 - | 9/18/2024 | Put |
Master data
| WKN: | HD101H |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRIT.AMER.TOBACCO LS-,25 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 25.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 11/27/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -27.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.64 |
| Historic volatility: | 0.19 |
| Parity: | -4.58 |
| Time value: | 1.09 |
| Break-even: | 23.91 |
| Moneyness: | 0.85 |
| Premium: | 0.19 |
| Premium p.a.: | 1.76 |
| Spread abs.: | 0.10 |
| Spread %: | 10.10% |
| Delta: | -0.21 |
| Theta: | -0.02 |
| Omega: | -5.81 |
| Rho: | -0.01 |
Quote data
| Open: | 1.0400 |
|---|---|
| High: | 1.1400 |
| Low: | 0.9100 |
| Previous Close: | 1.0800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.08% | ||
|---|---|---|---|
| 1 Month | -55.61% | ||
| 3 Months | -72.92% | ||
| YTD | -74.15% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0800 | 0.8600 |
|---|---|---|
| 1M High / 1M Low: | 2.0500 | 0.8600 |
| 6M High / 6M Low: | 3.8000 | 0.8600 |
| High (YTD): | 3/8/2024 | 3.8000 |
| Low (YTD): | 7/12/2024 | 0.8600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2800 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.4446 | |
| Avg. volume 6M: | 1.8583 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 151.62% | |
| Volatility 6M: | 126.91% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
