UC WAR. PUT 03/25 BNR/ DE000HD3ZX78 /
| 17/05/2024 21:42:04 | Chg.+0.0100 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2700EUR | +0.79% | 1.2500 Bid Size: 8,000 |
1.2900 Ask Size: 8,000 |
BRENNTAG SE NA O.N. | 80.00 - | 19/03/2025 | Put |
Master data
| WKN: | HD3ZX7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 80.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 21/03/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -5.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.02 |
|---|---|
| Intrinsic value: | 1.02 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.19 |
| Parity: | 1.02 |
| Time value: | 0.28 |
| Break-even: | 67.00 |
| Moneyness: | 1.15 |
| Premium: | 0.04 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.04 |
| Spread %: | 3.17% |
| Delta: | -0.58 |
| Theta: | -0.01 |
| Omega: | -3.12 |
| Rho: | -0.45 |
Quote data
| Open: | 1.2600 |
|---|---|
| High: | 1.3000 |
| Low: | 1.2500 |
| Previous Close: | 1.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +56.79% | ||
|---|---|---|---|
| 1 Month | +30.93% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2600 | 0.8000 |
|---|---|---|
| 1M High / 1M Low: | 1.2600 | 0.8000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0420 | |
| Avg. volume 1W: | 117.6000 | |
| Avg. price 1M: | 0.9752 | |
| Avg. volume 1M: | 28 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 161.48% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
