UC WAR. PUT 12/24 AZ2/ DE000HD6BYP0 /
| 10/4/2024 9:46:15 PM | Chg.+0.0100 | Bid9:59:26 PM | Ask9:59:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1700EUR | +6.25% | 0.1400 Bid Size: 15,000 |
0.3300 Ask Size: 15,000 |
ANDRITZ AG | 60.00 EUR | 12/18/2024 | Put |
Master data
| WKN: | HD6BYP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ANDRITZ AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 60.00 EUR |
| Maturity: | 12/18/2024 |
| Issue date: | 6/18/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -19.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.24 |
| Parity: | -0.35 |
| Time value: | 0.33 |
| Break-even: | 56.70 |
| Moneyness: | 0.95 |
| Premium: | 0.11 |
| Premium p.a.: | 0.65 |
| Spread abs.: | 0.19 |
| Spread %: | 135.71% |
| Delta: | -0.34 |
| Theta: | -0.03 |
| Omega: | -6.56 |
| Rho: | -0.05 |
Quote data
| Open: | 0.1600 |
|---|---|
| High: | 0.1700 |
| Low: | 0.1600 |
| Previous Close: | 0.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +30.77% | ||
|---|---|---|---|
| 1 Month | -57.50% | ||
| 3 Months | -68.52% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1700 | 0.1400 |
|---|---|---|
| 1M High / 1M Low: | 0.4100 | 0.1300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2318 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 161.79% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
