UC WAR. PUT 09/25 BMT/ DE000HD95147 /
2024-10-11 9:45:19 PM | Chg.+0.300 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.230EUR | +6.09% | 5.180 Bid Size: 1,000 |
5.630 Ask Size: 1,000 |
British American Tob... | 30.00 GBP | 2025-09-17 | Put |
Master data
WKN: | HD9514 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | British American Tobacco PLC ORD 25P |
Type: | Warrant |
Option type: | Put |
Strike price: | 30.00 GBP |
Maturity: | 2025-09-17 |
Issue date: | 2024-09-30 |
Last trading day: | 2025-09-16 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -6.52 |
Leverage: | Yes |
Calculated values
Fair value: | 3.95 |
---|---|
Intrinsic value: | 3.44 |
Implied volatility: | 0.28 |
Historic volatility: | 0.20 |
Parity: | 3.44 |
Time value: | 1.53 |
Break-even: | 30.85 |
Moneyness: | 1.11 |
Premium: | 0.05 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.11 |
Spread %: | 2.26% |
Delta: | -0.55 |
Theta: | 0.00 |
Omega: | -3.57 |
Rho: | -0.21 |
Quote data
Open: | 5.040 |
---|---|
High: | 5.230 |
Low: | 5.040 |
Previous Close: | 4.930 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +0.38% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.210 | 4.930 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.072 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |