UC WAR. PUT 06/25 BNR/ DE000HD2H497 /
| 2024-09-26 11:40:57 AM | Chg.-0.0100 | Bid1:28:04 PM | Ask1:28:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8600EUR | -0.53% | 1.8200 Bid Size: 60,000 |
1.8400 Ask Size: 60,000 |
BRENNTAG SE NA O.N. | 80.00 - | 2025-06-18 | Put |
Master data
| WKN: | HD2H49 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 80.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-02-06 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -3.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.86 |
|---|---|
| Intrinsic value: | 1.86 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.20 |
| Parity: | 1.86 |
| Time value: | 0.09 |
| Break-even: | 60.50 |
| Moneyness: | 1.30 |
| Premium: | 0.01 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.10 |
| Spread %: | 5.41% |
| Delta: | -0.73 |
| Theta: | -0.01 |
| Omega: | -2.29 |
| Rho: | -0.47 |
Quote data
| Open: | 1.8000 |
|---|---|
| High: | 1.8700 |
| Low: | 1.8000 |
| Previous Close: | 1.8700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.78% | ||
|---|---|---|---|
| 1 Month | +18.47% | ||
| 3 Months | +12.73% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8700 | 1.5400 |
|---|---|---|
| 1M High / 1M Low: | 1.8700 | 1.3900 |
| 6M High / 6M Low: | 1.8700 | 0.8800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5935 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4422 | |
| Avg. volume 6M: | 3.2248 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 90.35% | |
| Volatility 6M: | 74.46% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
