UC WAR. PUT 09/24 BNR/ DE000HD00YK3 /
| 2024-07-26 9:40:10 PM | Chg.-0.0050 | Bid9:59:14 PM | Ask9:59:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0600EUR | -7.69% | 0.0300 Bid Size: 15,000 |
0.0700 Ask Size: 15,000 |
BRENNTAG SE NA O.N. | 60.00 - | 2024-09-18 | Put |
Master data
| WKN: | HD00YK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 60.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-19 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -93.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.18 |
| Parity: | -0.58 |
| Time value: | 0.07 |
| Break-even: | 59.30 |
| Moneyness: | 0.91 |
| Premium: | 0.10 |
| Premium p.a.: | 0.91 |
| Spread abs.: | 0.04 |
| Spread %: | 133.33% |
| Delta: | -0.17 |
| Theta: | -0.02 |
| Omega: | -16.21 |
| Rho: | -0.02 |
Quote data
| Open: | 0.0650 |
|---|---|
| High: | 0.0660 |
| Low: | 0.0600 |
| Previous Close: | 0.0650 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.14% | ||
|---|---|---|---|
| 1 Month | -53.85% | ||
| 3 Months | -40.00% | ||
| YTD | -40.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0650 | 0.0510 |
|---|---|---|
| 1M High / 1M Low: | 0.1300 | 0.0510 |
| 6M High / 6M Low: | 0.1400 | 0.0240 |
| High (YTD): | 2024-06-21 | 0.1400 |
| Low (YTD): | 2024-03-01 | 0.0240 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0568 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0912 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0885 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 195.74% | |
| Volatility 6M: | 251.85% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
