UC WAR. PUT 09/24 CIS/ DE000HD03NL8 /
| 13/08/2024 11:42:25 | Chg.- | Bid13:17:34 | Ask13/08/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4800EUR | - | 0.4800 Bid Size: 30,000 |
- Ask Size: 25,000 |
CISCO SYSTEMS DL-... | 50.00 - | 18/09/2024 | Put |
Master data
| WKN: | HD03NL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CISCO SYSTEMS DL-,001 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 50.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 23/10/2023 |
| Last trading day: | 13/08/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -9.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.43 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.18 |
| Parity: | 0.43 |
| Time value: | 0.06 |
| Break-even: | 45.10 |
| Moneyness: | 1.09 |
| Premium: | 0.01 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.05 |
| Spread %: | 11.36% |
| Delta: | -0.75 |
| Theta: | -0.04 |
| Omega: | -7.04 |
| 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 | +20.00% | ||
| YTD | +54.84% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.5000 | 0.3800 |
| 6M High / 6M Low: | 0.5000 | 0.2400 |
| High (YTD): | 12/08/2024 | 0.5000 |
| Low (YTD): | 30/01/2024 | 0.2300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.4550 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3436 | |
| Avg. volume 6M: | 5.2632 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 227.21% | |
| Volatility 6M: | 149.09% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
