UC WAR. PUT 06/24 NDA/ DE000HD4JST2 /
2024-05-02 9:47:01 AM | Chg.-0.0100 | Bid2024-05-02 | Ask2024-05-02 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1500EUR | -6.25% | 0.1400 Bid Size: 50,000 |
0.1500 Ask Size: 50,000 |
AURUBIS AG | 70.00 - | 2024-06-19 | Put |
Master data
WKN: | HD4JST |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AURUBIS AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 70.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2024-04-11 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -39.58 |
Leverage: | Yes |
Calculated values
Fair value: | 0.12 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.39 |
Historic volatility: | 0.31 |
Parity: | -0.52 |
Time value: | 0.19 |
Break-even: | 68.10 |
Moneyness: | 0.93 |
Premium: | 0.09 |
Premium p.a.: | 0.99 |
Spread abs.: | 0.05 |
Spread %: | 35.71% |
Delta: | -0.27 |
Theta: | -0.03 |
Omega: | -10.69 |
Rho: | -0.03 |
Quote data
Open: | 0.1600 |
---|---|
High: | 0.1600 |
Low: | 0.1500 |
Previous Close: | 0.1600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -40.00% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.2500 | 0.1500 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1850 | |
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: | - |