UC WAR. PUT 06/25 RAW/ DE000HD1EEV5 /
2024-05-03 9:45:55 PM | Chg.+0.2600 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.7000EUR | +5.86% | 4.6400 Bid Size: 2,000 |
4.7400 Ask Size: 2,000 |
RAIFFEISEN BK INTL I... | 20.00 - | 2025-06-18 | Put |
Master data
WKN: | HD1EEV |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | RAIFFEISEN BK INTL INH. |
Type: | Warrant |
Option type: | Put |
Strike price: | 20.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-12-27 |
Last trading day: | 2025-06-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -3.51 |
Leverage: | Yes |
Calculated values
Fair value: | 3.58 |
---|---|
Intrinsic value: | 3.35 |
Implied volatility: | 0.45 |
Historic volatility: | 0.28 |
Parity: | 3.35 |
Time value: | 1.39 |
Break-even: | 15.26 |
Moneyness: | 1.20 |
Premium: | 0.08 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.10 |
Spread %: | 2.16% |
Delta: | -0.52 |
Theta: | 0.00 |
Omega: | -1.84 |
Rho: | -0.15 |
Quote data
Open: | 4.4400 |
---|---|
High: | 4.7000 |
Low: | 4.4400 |
Previous Close: | 4.4400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +18.99% | ||
---|---|---|---|
1 Month | +11.64% | ||
3 Months | +14.91% | ||
YTD | +30.19% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 4.7000 | 4.0200 |
---|---|---|
1M High / 1M Low: | 4.7000 | 3.8100 |
6M High / 6M Low: | - | - |
High (YTD): | 2024-03-21 | 4.8700 |
Low (YTD): | 2024-01-30 | 3.1100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.3575 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.1671 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 68.68% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |