UC WAR. PUT 12/24 SEJ1/ DE000HD3KBH3 /
2024-10-11 9:46:22 PM | Chg.-0.1500 | Bid9:59:08 PM | Ask9:59:08 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8900EUR | -14.42% | 0.7300 Bid Size: 6,000 |
1.0200 Ask Size: 6,000 |
SAFRAN INH. EO... | 200.00 - | 2024-12-18 | Put |
Master data
WKN: | HD3KBH |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SAFRAN INH. EO -,20 |
Type: | Warrant |
Option type: | Put |
Strike price: | 200.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2024-03-11 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -20.08 |
Leverage: | Yes |
Calculated values
Fair value: | 0.40 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.38 |
Historic volatility: | 0.19 |
Parity: | -0.48 |
Time value: | 1.02 |
Break-even: | 189.80 |
Moneyness: | 0.98 |
Premium: | 0.07 |
Premium p.a.: | 0.47 |
Spread abs.: | 0.29 |
Spread %: | 39.73% |
Delta: | -0.40 |
Theta: | -0.09 |
Omega: | -7.94 |
Rho: | -0.17 |
Quote data
Open: | 0.9800 |
---|---|
High: | 1.0000 |
Low: | 0.8900 |
Previous Close: | 1.0400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +18.67% | ||
---|---|---|---|
1 Month | +2.30% | ||
3 Months | -5.32% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0400 | 0.8900 |
---|---|---|
1M High / 1M Low: | 1.0400 | 0.5300 |
6M High / 6M Low: | 1.8500 | 0.5300 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.9460 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7652 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.1005 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 185.42% | |
Volatility 6M: | 151.88% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |