UC WAR. PUT 06/24 BNR/ DE000HD4JRS6 /
| 2024-05-31 9:40:06 AM | Chg.-0.0400 | Bid10:35:45 AM | Ask2024-05-31 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4400EUR | -8.33% | 0.4400 Bid Size: 50,000 |
- Ask Size: 30,000 |
BRENNTAG SE NA O.N. | 70.00 - | 2024-06-19 | Put |
Master data
| WKN: | HD4JRS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 70.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-04-11 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -10.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.45 |
|---|---|
| Intrinsic value: | 0.45 |
| Implied volatility: | 0.58 |
| Historic volatility: | 0.19 |
| Parity: | 0.45 |
| Time value: | 0.17 |
| Break-even: | 63.80 |
| Moneyness: | 1.07 |
| Premium: | 0.03 |
| Premium p.a.: | 0.63 |
| Spread abs.: | 0.31 |
| Spread %: | 100.00% |
| Delta: | -0.66 |
| Theta: | -0.08 |
| Omega: | -7.00 |
| Rho: | -0.03 |
Quote data
| Open: | 0.4300 |
|---|---|
| High: | 0.4400 |
| Low: | 0.4300 |
| Previous Close: | 0.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.38% | ||
|---|---|---|---|
| 1 Month | +266.67% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4900 | 0.4100 |
|---|---|---|
| 1M High / 1M Low: | 0.4900 | 0.0560 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2452 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 1,001.91% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
