UC WAR. PUT 12/24 ZFIN/ DE000HD62HA9 /
| 2024-07-16 1:46:59 PM | Chg.+0.1500 | Bid2:30:18 PM | Ask2:30:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0200EUR | +17.24% | 0.9800 Bid Size: 25,000 |
1.0000 Ask Size: 25,000 |
Zurich Insurance Gro... | 450.00 - | 2024-12-18 | Put |
Master data
| WKN: | HD62HA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Zurich Insurance Group Ltd |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 450.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-06-03 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -51.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.15 |
| Parity: | -3.84 |
| Time value: | 0.94 |
| Break-even: | 440.60 |
| Moneyness: | 0.92 |
| Premium: | 0.10 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.10 |
| Spread %: | 11.90% |
| Delta: | -0.22 |
| Theta: | -0.05 |
| Omega: | -11.56 |
| Rho: | -0.50 |
Quote data
| Open: | 0.8700 |
|---|---|
| High: | 1.0200 |
| Low: | 0.8700 |
| Previous Close: | 0.8700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.25% | ||
|---|---|---|---|
| 1 Month | -25.55% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9600 | 0.8600 |
|---|---|---|
| 1M High / 1M Low: | 1.2000 | 0.8600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9910 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 138.54% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
