UC WAR. PUT 09/24 SNW/ DE000HD71ZM7 /
16/08/2024 21:46:44 | Chg.-0.0080 | Bid21:59:26 | Ask21:59:26 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0480EUR | -14.29% | 0.0390 Bid Size: 25,000 |
0.0640 Ask Size: 25,000 |
SANOFI SA INHABER ... | 90.00 EUR | 18/09/2024 | Put |
Master data
WKN: | HD71ZM |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SANOFI SA INHABER EO 2 |
Type: | Warrant |
Option type: | Put |
Strike price: | 90.00 EUR |
Maturity: | 18/09/2024 |
Issue date: | 10/07/2024 |
Last trading day: | 17/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -160.57 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.28 |
Historic volatility: | 0.25 |
Parity: | -0.80 |
Time value: | 0.06 |
Break-even: | 89.39 |
Moneyness: | 0.92 |
Premium: | 0.09 |
Premium p.a.: | 1.53 |
Spread abs.: | 0.03 |
Spread %: | 69.44% |
Delta: | -0.14 |
Theta: | -0.03 |
Omega: | -22.39 |
Rho: | -0.01 |
Quote data
Open: | 0.0330 |
---|---|
High: | 0.0480 |
Low: | 0.0330 |
Previous Close: | 0.0560 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -56.36% | ||
---|---|---|---|
1 Month | -82.22% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1100 | 0.0560 |
---|---|---|
1M High / 1M Low: | 0.2900 | 0.0560 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0834 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1638 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 421.82% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |