UC WAR. PUT 09/24 CSA/ DE000HD03K60 /
| 2024-07-09 11:41:25 AM | Chg.-0.0300 | Bid1:00:14 PM | Ask1:00:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0000EUR | -2.91% | 0.9700 Bid Size: 8,000 |
1.0000 Ask Size: 8,000 |
Accenture PLC | 300.00 - | 2024-09-18 | Put |
Master data
| WKN: | HD03K6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Accenture PLC |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 300.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -27.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.42 |
|---|---|
| Intrinsic value: | 2.35 |
| Implied volatility: | - |
| Historic volatility: | 0.20 |
| Parity: | 2.35 |
| Time value: | -1.34 |
| Break-even: | 289.90 |
| Moneyness: | 1.08 |
| Premium: | -0.05 |
| Premium p.a.: | -0.23 |
| Spread abs.: | 0.01 |
| Spread %: | 1.00% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.0100 |
|---|---|
| High: | 1.0100 |
| Low: | 1.0000 |
| Previous Close: | 1.0300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.89% | ||
|---|---|---|---|
| 1 Month | -48.72% | ||
| 3 Months | +29.87% | ||
| YTD | +16.28% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0300 | 0.7400 |
|---|---|---|
| 1M High / 1M Low: | 2.2700 | 0.7400 |
| 6M High / 6M Low: | 2.5000 | 0.3900 |
| High (YTD): | 2024-05-31 | 2.5000 |
| Low (YTD): | 2024-03-07 | 0.3900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3443 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9798 | |
| Avg. volume 6M: | 13.4331 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 295.19% | |
| Volatility 6M: | 202.95% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
