UC WAR. PUT 03/25 BNR/ DE000HD3ZX78 /
| 2024-05-03 1:41:12 PM | Chg.-0.0400 | Bid2:12:47 PM | Ask2:12:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9500EUR | -4.04% | 0.9300 Bid Size: 70,000 |
0.9400 Ask Size: 70,000 |
BRENNTAG SE NA O.N. | 80.00 - | 2025-03-19 | Put |
Master data
| WKN: | HD3ZX7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 80.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-21 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -7.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.61 |
|---|---|
| Intrinsic value: | 0.49 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.17 |
| Parity: | 0.49 |
| Time value: | 0.52 |
| Break-even: | 69.90 |
| Moneyness: | 1.07 |
| Premium: | 0.07 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.05 |
| Spread %: | 5.21% |
| Delta: | -0.48 |
| Theta: | -0.01 |
| Omega: | -3.58 |
| Rho: | -0.41 |
Quote data
| Open: | 0.9900 |
|---|---|
| High: | 0.9900 |
| Low: | 0.9500 |
| Previous Close: | 0.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.04% | ||
|---|---|---|---|
| 1 Month | +11.76% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.9900 | 0.9600 |
|---|---|---|
| 1M High / 1M Low: | 1.0300 | 0.8500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9825 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9514 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 50.35% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
