UC WAR. PUT 12/24 C40/ DE000HD1E8Q7 /
| 10/2/2024 11:40:43 AM | Chg.-0.0200 | Bid1:09:42 PM | Ask1:09:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.1300EUR | -0.63% | 3.3400 Bid Size: 50,000 |
3.3500 Ask Size: 50,000 |
CAC 40 | 7,800.00 - | 12/17/2024 | Put |
Master data
| WKN: | HD1E8Q |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CAC 40 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 7,800.00 - |
| Maturity: | 12/17/2024 |
| Issue date: | 12/27/2023 |
| Last trading day: | 12/16/2024 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | -23.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.73 |
|---|---|
| Intrinsic value: | 2.26 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.12 |
| Parity: | 2.26 |
| Time value: | 0.97 |
| Break-even: | 7,477.00 |
| Moneyness: | 1.03 |
| Premium: | 0.01 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.03 |
| Spread %: | 0.94% |
| Delta: | -0.60 |
| Theta: | -0.98 |
| Omega: | -14.17 |
| Rho: | -10.20 |
Quote data
| Open: | 3.2400 |
|---|---|
| High: | 3.2400 |
| Low: | 3.0400 |
| Previous Close: | 3.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.97% | ||
|---|---|---|---|
| 1 Month | +15.93% | ||
| 3 Months | -14.71% | ||
| YTD | -42.46% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.1500 | 2.0900 |
|---|---|---|
| 1M High / 1M Low: | 4.7900 | 2.0900 |
| 6M High / 6M Low: | 6.8300 | 1.8200 |
| High (YTD): | 8/5/2024 | 6.8300 |
| Low (YTD): | 5/27/2024 | 1.8200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.6400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.4491 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.2640 | |
| Avg. volume 6M: | 1.5385 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 261.92% | |
| Volatility 6M: | 180.84% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
