UC WAR. PUT 09/24 BNR/ DE000HD00YK3 /
6/13/2024 9:41:48 PM | Chg.+0.0110 | Bid9:59:44 PM | Ask9:59:44 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0900EUR | +13.92% | 0.0700 Bid Size: 15,000 |
0.1100 Ask Size: 15,000 |
BRENNTAG SE NA O.N. | 60.00 - | 9/18/2024 | Put |
Master data
WKN: | HD00YK |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BRENNTAG SE NA O.N. |
Type: | Warrant |
Option type: | Put |
Strike price: | 60.00 - |
Maturity: | 9/18/2024 |
Issue date: | 10/19/2023 |
Last trading day: | 9/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -74.11 |
Leverage: | Yes |
Calculated values
Fair value: | 0.03 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.19 |
Parity: | -0.67 |
Time value: | 0.09 |
Break-even: | 59.10 |
Moneyness: | 0.90 |
Premium: | 0.11 |
Premium p.a.: | 0.50 |
Spread abs.: | 0.04 |
Spread %: | 80.00% |
Delta: | -0.18 |
Theta: | -0.01 |
Omega: | -13.04 |
Rho: | -0.03 |
Quote data
Open: | 0.0790 |
---|---|
High: | 0.0900 |
Low: | 0.0790 |
Previous Close: | 0.0790 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -18.18% | ||
---|---|---|---|
1 Month | +40.63% | ||
3 Months | +26.76% | ||
YTD | -10.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1100 | 0.0790 |
---|---|---|
1M High / 1M Low: | 0.1200 | 0.0640 |
6M High / 6M Low: | 0.1200 | 0.0240 |
High (YTD): | 5/29/2024 | 0.1200 |
Low (YTD): | 3/1/2024 | 0.0240 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1004 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0990 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.0891 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 243.92% | |
Volatility 6M: | 231.06% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |