UC WAR. PUT 09/24 UNP/ DE000HD689V5 /
8/2/2024 9:42:10 PM | Chg.+0.1100 | Bid9:52:47 PM | Ask9:52:47 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2200EUR | +100.00% | 0.1700 Bid Size: 10,000 |
0.2200 Ask Size: 10,000 |
UNION PAC. DL... | 220.00 - | 9/18/2024 | Put |
Master data
WKN: | HD689V |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | UNION PAC. DL 2,50 |
Type: | Warrant |
Option type: | Put |
Strike price: | 220.00 - |
Maturity: | 9/18/2024 |
Issue date: | 6/10/2024 |
Last trading day: | 9/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -99.97 |
Leverage: | Yes |
Calculated values
Fair value: | 0.44 |
---|---|
Intrinsic value: | 0.01 |
Implied volatility: | 0.08 |
Historic volatility: | 0.15 |
Parity: | 0.01 |
Time value: | 0.21 |
Break-even: | 217.80 |
Moneyness: | 1.00 |
Premium: | 0.01 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.05 |
Spread %: | 29.41% |
Delta: | -0.44 |
Theta: | -0.02 |
Omega: | -43.80 |
Rho: | -0.12 |
Quote data
Open: | 0.0800 |
---|---|
High: | 0.2200 |
Low: | 0.0800 |
Previous Close: | 0.1100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +46.67% | ||
---|---|---|---|
1 Month | -53.19% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2200 | 0.1000 |
---|---|---|
1M High / 1M Low: | 0.6300 | 0.1000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1400 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2750 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 449.60% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |