UC WAR. PUT 12/24 MCHA/ DE000HD5HN88 /
| 5/28/2024 9:46:42 PM | Chg.-0.0500 | Bid5/28/2024 | Ask5/28/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | -11.36% | 0.3900 Bid Size: 10,000 |
0.4000 Ask Size: 10,000 |
Cie Generale des Eta... | 40.00 - | 12/18/2024 | Put |
Master data
| WKN: | HD5HN8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Cie Generale des Etablissements Michelin SA |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 5/13/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -8.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.38 |
|---|---|
| Intrinsic value: | 0.38 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.17 |
| Parity: | 0.38 |
| Time value: | 0.07 |
| Break-even: | 35.50 |
| Moneyness: | 1.10 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.01 |
| Spread %: | 2.27% |
| Delta: | -0.63 |
| Theta: | 0.00 |
| Omega: | -5.05 |
| Rho: | -0.15 |
Quote data
| Open: | 0.4200 |
|---|---|
| High: | 0.4300 |
| Low: | 0.3900 |
| Previous Close: | 0.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.50% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4400 | 0.4000 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
