UC WAR. PUT 12/24 RAW/ DE000HD7LW22 /
2024-09-04 9:45:01 PM | Chg.- | Bid9:59:43 PM | Ask9:59:43 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.6100EUR | - | 2.5800 Bid Size: 2,000 |
2.6900 Ask Size: 2,000 |
RAIFFEISEN BK INTL I... | 20.00 EUR | 2024-12-18 | Put |
Master data
WKN: | HD7LW2 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | RAIFFEISEN BK INTL INH. |
Type: | Warrant |
Option type: | Put |
Strike price: | 20.00 EUR |
Maturity: | 2024-12-18 |
Issue date: | 2024-08-05 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -6.36 |
Leverage: | Yes |
Calculated values
Fair value: | 2.60 |
---|---|
Intrinsic value: | 2.44 |
Implied volatility: | 0.34 |
Historic volatility: | 0.29 |
Parity: | 2.44 |
Time value: | 0.32 |
Break-even: | 17.24 |
Moneyness: | 1.14 |
Premium: | 0.02 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.11 |
Spread %: | 4.15% |
Delta: | -0.71 |
Theta: | 0.00 |
Omega: | -4.54 |
Rho: | -0.04 |
Quote data
Open: | 2.9100 |
---|---|
High: | 2.9100 |
Low: | 2.4800 |
Previous Close: | 2.6900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +1.56% | ||
---|---|---|---|
1 Month | -35.07% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.6900 | 2.3600 |
---|---|---|
1M High / 1M Low: | 4.0200 | 2.3600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.5480 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.1387 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 74.63% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |