UC WAR. PUT 12/24 MCHA/ DE000HD5HN88 /
16/08/2024 11:45:33 | Chg.- | Bid13:19:59 | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5100EUR | - | 0.5000 Bid Size: 60,000 |
- Ask Size: - |
Cie Generale des Eta... | 40.00 - | 18/12/2024 | Put |
Master data
WKN: | HD5HN8 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Cie Generale des Etablissements Michelin SA |
Type: | Warrant |
Option type: | Put |
Strike price: | 40.00 - |
Maturity: | 18/12/2024 |
Issue date: | 13/05/2024 |
Last trading day: | 16/08/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -7.10 |
Leverage: | Yes |
Calculated values
Fair value: | 0.38 |
---|---|
Intrinsic value: | 0.38 |
Implied volatility: | 0.41 |
Historic volatility: | 0.17 |
Parity: | 0.38 |
Time value: | 0.13 |
Break-even: | 34.90 |
Moneyness: | 1.10 |
Premium: | 0.04 |
Premium p.a.: | 0.15 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | -0.63 |
Theta: | -0.01 |
Omega: | -4.50 |
Rho: | -0.07 |
Quote data
Open: | 0.5200 |
---|---|
High: | 0.5200 |
Low: | 0.5100 |
Previous Close: | 0.5100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | 0.00% | ||
3 Months | +34.21% | ||
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: | - |