UC WAR. PUT 12/24 NCB/ DE000UG08H52 /
| 2024-11-19 5:41:27 PM | Chg.+0.0070 | Bid5:48:36 PM | Ask5:48:36 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0610EUR | +12.96% | 0.0590 Bid Size: 125,000 |
0.0640 Ask Size: 125,000 |
Bank of America Corp... | 45.00 USD | 2024-12-18 | Put |
Master data
| WKN: | UG08H5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Bank of America Corporation |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 45.00 USD |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-11-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -74.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.22 |
| Parity: | -0.16 |
| Time value: | 0.06 |
| Break-even: | 41.88 |
| Moneyness: | 0.96 |
| Premium: | 0.05 |
| Premium p.a.: | 0.85 |
| Spread abs.: | 0.01 |
| Spread %: | 9.26% |
| Delta: | -0.28 |
| Theta: | -0.02 |
| Omega: | -21.03 |
| Rho: | -0.01 |
Quote data
| Open: | 0.0470 |
|---|---|
| High: | 0.0650 |
| Low: | 0.0470 |
| Previous Close: | 0.0540 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -32.22% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0900 | 0.0540 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0764 | |
| Avg. volume 1W: | 0.0000 | |
| 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: | - |
