UC WAR. PUT 09/24 SEJ1/ DE000HD31415 /
2024-09-04 1:46:29 PM | Chg.- | Bid2:25:13 PM | Ask2024-09-04 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8300EUR | - | 0.7900 Bid Size: 20,000 |
- Ask Size: 35,000 |
SAFRAN INH. EO... | 200.00 - | 2024-09-18 | Put |
Master data
WKN: | HD3141 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SAFRAN INH. EO -,20 |
Type: | Warrant |
Option type: | Put |
Strike price: | 200.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2024-02-26 |
Last trading day: | 2024-09-04 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -24.08 |
Leverage: | Yes |
Calculated values
Fair value: | 0.76 |
---|---|
Intrinsic value: | 0.74 |
Implied volatility: | 0.23 |
Historic volatility: | 0.19 |
Parity: | 0.74 |
Time value: | 0.07 |
Break-even: | 192.00 |
Moneyness: | 1.04 |
Premium: | 0.00 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.05 |
Spread %: | 6.67% |
Delta: | -0.80 |
Theta: | -0.08 |
Omega: | -19.28 |
Rho: | -0.05 |
Quote data
Open: | 0.9900 |
---|---|
High: | 0.9900 |
Low: | 0.7800 |
Previous Close: | 0.7800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +66.00% | ||
---|---|---|---|
1 Month | -34.13% | ||
3 Months | +50.91% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8300 | 0.5000 |
---|---|---|
1M High / 1M Low: | 1.2600 | 0.5000 |
6M High / 6M Low: | 1.5500 | 0.4200 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6650 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8068 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8463 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 188.32% | |
Volatility 6M: | 222.15% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |