UC WAR. PUT 09/24 CIS/ DE000HD03NL8 /
8/13/2024 11:42:25 AM | Chg.- | Bid1:17:34 PM | Ask8/13/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4800EUR | - | 0.4800 Bid Size: 30,000 |
- Ask Size: 25,000 |
CISCO SYSTEMS DL-... | 50.00 - | 9/18/2024 | Put |
Master data
WKN: | HD03NL |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | CISCO SYSTEMS DL-,001 |
Type: | Warrant |
Option type: | Put |
Strike price: | 50.00 - |
Maturity: | 9/18/2024 |
Issue date: | 10/23/2023 |
Last trading day: | 8/13/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -9.25 |
Leverage: | Yes |
Calculated values
Fair value: | 0.47 |
---|---|
Intrinsic value: | 0.47 |
Implied volatility: | 0.45 |
Historic volatility: | 0.18 |
Parity: | 0.47 |
Time value: | 0.02 |
Break-even: | 45.10 |
Moneyness: | 1.10 |
Premium: | 0.00 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.05 |
Spread %: | 11.36% |
Delta: | -0.86 |
Theta: | -0.03 |
Omega: | -7.93 |
Rho: | -0.02 |
Quote data
Open: | 0.4800 |
---|---|
High: | 0.4800 |
Low: | 0.4800 |
Previous Close: | 0.5000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +26.32% | ||
3 Months | +45.45% | ||
YTD | +54.84% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 0.5000 | 0.4200 |
6M High / 6M Low: | 0.5000 | 0.2400 |
High (YTD): | 8/12/2024 | 0.5000 |
Low (YTD): | 1/30/2024 | 0.2300 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 0.4657 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3436 | |
Avg. volume 6M: | 5.2632 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 134.79% | |
Volatility 6M: | 149.09% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |