UC WAR. PUT 12/24 FRE/ DE000HD5DAF9 /
| 6/24/2024 9:41:11 PM | Chg.-0.2600 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.7300EUR | -8.70% | 2.7200 Bid Size: 4,000 |
2.8000 Ask Size: 4,000 |
FRESENIUS SE+CO.KGAA... | 30.00 - | 12/18/2024 | Put |
Master data
| WKN: | HD5DAF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FRESENIUS SE+CO.KGAA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 30.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 5/8/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -9.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.74 |
|---|---|
| Intrinsic value: | 1.93 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.24 |
| Parity: | 1.93 |
| Time value: | 1.13 |
| Break-even: | 26.94 |
| Moneyness: | 1.07 |
| Premium: | 0.04 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.08 |
| Spread %: | 2.68% |
| Delta: | -0.56 |
| Theta: | 0.00 |
| Omega: | -5.12 |
| Rho: | -0.09 |
Quote data
| Open: | 2.9900 |
|---|---|
| High: | 2.9900 |
| Low: | 2.7100 |
| Previous Close: | 2.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.23% | ||
|---|---|---|---|
| 1 Month | +3.41% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9900 | 2.3900 |
|---|---|---|
| 1M High / 1M Low: | 2.9900 | 2.0500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.7800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4657 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 103.74% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
