UC WAR. PUT 06/24 G24/ DE000HD10LL7 /
| 2024-05-17 9:45:47 PM | Chg.-0.0190 | Bid2024-05-17 | Ask2024-05-17 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0010EUR | -95.00% | 0.0010 Bid Size: 10,000 |
- Ask Size: 70,000 |
SCOUT24 SE NA O.N. | 60.00 - | 2024-06-19 | Put |
Master data
| WKN: | HD10LL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SCOUT24 SE NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 60.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-11-28 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -109.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.51 |
| Historic volatility: | 0.21 |
| Parity: | -1.12 |
| Time value: | 0.07 |
| Break-even: | 59.35 |
| Moneyness: | 0.84 |
| Premium: | 0.17 |
| Premium p.a.: | 4.49 |
| Spread abs.: | 0.06 |
| Spread %: | 6,400.00% |
| Delta: | -0.11 |
| Theta: | -0.03 |
| Omega: | -12.44 |
| Rho: | -0.01 |
Quote data
| Open: | 0.0200 |
|---|---|
| High: | 0.0290 |
| Low: | 0.0010 |
| Previous Close: | 0.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -97.30% | ||
|---|---|---|---|
| 1 Month | -99.17% | ||
| 3 Months | -99.55% | ||
| YTD | -99.71% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0450 | 0.0060 |
|---|---|---|
| 1M High / 1M Low: | 0.1200 | 0.0060 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-01-03 | 0.3700 |
| Low (YTD): | 2024-05-14 | 0.0060 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0254 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0595 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 849.93% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
