UniCredit Put 250 DAP 18.12.2024/  DE000HD43S98  /

EUWAX
2024-08-05  3:20:18 PM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.390EUR - -
Bid Size: -
-
Ask Size: -
DANAHER CORP. D... 250.00 - 2024-12-18 Put
 

Master data

WKN: HD43S9
Issuer: UniCredit
Currency: EUR
Underlying: DANAHER CORP. DL-,01
Type: Warrant
Option type: Put
Strike price: 250.00 -
Maturity: 2024-12-18
Issue date: 2024-03-25
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -27.95
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 0.41
Implied volatility: 0.14
Historic volatility: 0.21
Parity: 0.41
Time value: 0.47
Break-even: 241.20
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 2.33%
Delta: -0.50
Theta: -0.02
Omega: -13.91
Rho: -0.48
 

Quote data

Open: 0.490
High: 0.490
Low: 0.390
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -78.21%
3 Months
  -74.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.390
1M High / 1M Low: 1.820 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.485
Avg. volume 1W:   0.000
Avg. price 1M:   1.098
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   255.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -