UC WAR. PUT 03/25 NDA/ DE000HD4JSV8 /
| 21/06/2024 21:46:18 | Chg.+0.1100 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0700EUR | +11.46% | 1.0400 Bid Size: 10,000 |
1.0800 Ask Size: 10,000 |
AURUBIS AG | 80.00 - | 19/03/2025 | Put |
Master data
| WKN: | HD4JSV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 80.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 11/04/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -6.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.02 |
|---|---|
| Intrinsic value: | 0.54 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.32 |
| Parity: | 0.54 |
| Time value: | 0.54 |
| Break-even: | 69.20 |
| Moneyness: | 1.07 |
| Premium: | 0.07 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.04 |
| Spread %: | 3.85% |
| Delta: | -0.50 |
| Theta: | -0.01 |
| Omega: | -3.44 |
| Rho: | -0.35 |
Quote data
| Open: | 0.9600 |
|---|---|
| High: | 1.0800 |
| Low: | 0.9600 |
| Previous Close: | 0.9600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.41% | ||
|---|---|---|---|
| 1 Month | -4.46% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2300 | 0.9600 |
|---|---|---|
| 1M High / 1M Low: | 1.2800 | 0.9600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1068 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 109.60% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
