UC WAR. PUT 12/24 ZFIN/ DE000HD62HA9 /
8/14/2024 9:46:46 PM | Chg.-0.2500 | Bid9:59:39 PM | Ask9:59:39 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9300EUR | -21.19% | 0.8500 Bid Size: 4,000 |
0.9500 Ask Size: 4,000 |
Zurich Insurance Gro... | 450.00 - | 12/18/2024 | Put |
Master data
WKN: | HD62HA |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Zurich Insurance Group Ltd |
Type: | Warrant |
Option type: | Put |
Strike price: | 450.00 - |
Maturity: | 12/18/2024 |
Issue date: | 6/3/2024 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -40.83 |
Leverage: | Yes |
Calculated values
Fair value: | 0.35 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.15 |
Parity: | -3.59 |
Time value: | 1.19 |
Break-even: | 438.10 |
Moneyness: | 0.93 |
Premium: | 0.10 |
Premium p.a.: | 0.31 |
Spread abs.: | 0.10 |
Spread %: | 9.17% |
Delta: | -0.25 |
Theta: | -0.08 |
Omega: | -10.28 |
Rho: | -0.46 |
Quote data
Open: | 1.1100 |
---|---|
High: | 1.1100 |
Low: | 0.9300 |
Previous Close: | 1.1800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -38.41% | ||
---|---|---|---|
1 Month | +6.90% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.5100 | 0.9300 |
---|---|---|
1M High / 1M Low: | 2.1900 | 0.8100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2940 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1678 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 317.20% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |