UC WAR. PUT 12/24 BMT/ DE000UG08CY9 /
| 2024-11-15 11:45:31 AM | Chg.-0.2100 | Bid12:14:26 PM | Ask12:14:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6400EUR | -24.71% | 0.6700 Bid Size: 30,000 |
0.6900 Ask Size: 30,000 |
British American Tob... | 28.00 GBP | 2024-12-18 | Put |
Master data
| WKN: | UG08CY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | British American Tobacco PLC ORD 25P |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 28.00 GBP |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-11-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -37.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.79 |
|---|---|
| Intrinsic value: | 0.25 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.18 |
| Parity: | 0.25 |
| Time value: | 0.65 |
| Break-even: | 32.78 |
| Moneyness: | 1.01 |
| Premium: | 0.02 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.12 |
| Spread %: | 15.38% |
| Delta: | -0.52 |
| Theta: | -0.01 |
| Omega: | -19.26 |
| Rho: | -0.02 |
Quote data
| Open: | 0.6600 |
|---|---|
| High: | 0.6600 |
| Low: | 0.6200 |
| Previous Close: | 0.8500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | - | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| 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: | - |
