UC WAR. PUT 09/24 4AB/ DE000HD03JS1 /
| 2024-05-17 9:40:39 PM | Chg.-0.0300 | Bid2024-05-17 | Ask2024-05-17 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2400EUR | -11.11% | 0.2300 Bid Size: 30,000 |
0.2400 Ask Size: 30,000 |
ABBVIE INC. D... | 150.00 - | 2024-09-18 | Put |
Master data
| WKN: | HD03JS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABBVIE INC. DL-,01 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 150.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -56.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.12 |
| Historic volatility: | 0.17 |
| Parity: | -0.12 |
| Time value: | 0.27 |
| Break-even: | 147.30 |
| Moneyness: | 0.99 |
| Premium: | 0.03 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.01 |
| Spread %: | 3.85% |
| Delta: | -0.37 |
| Theta: | -0.01 |
| Omega: | -20.50 |
| Rho: | -0.20 |
Quote data
| Open: | 0.2700 |
|---|---|
| High: | 0.2700 |
| Low: | 0.2400 |
| Previous Close: | 0.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -31.43% | ||
|---|---|---|---|
| 1 Month | -45.45% | ||
| 3 Months | -11.11% | ||
| YTD | -71.08% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3500 | 0.2700 |
|---|---|---|
| 1M High / 1M Low: | 0.5000 | 0.2700 |
| 6M High / 6M Low: | 1.6200 | 0.2200 |
| High (YTD): | 2024-01-02 | 0.7100 |
| Low (YTD): | 2024-03-28 | 0.2200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3671 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5690 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 226.08% | |
| Volatility 6M: | 155.39% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
