UC WAR. PUT 09/24 JUN3/ DE000HD4JSM7 /
2024-06-03 1:46:08 PM | Chg.-0.0200 | Bid2024-06-03 | Ask2024-06-03 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4500EUR | -4.26% | 0.4500 Bid Size: 100,000 |
0.4600 Ask Size: 100,000 |
JUNGHEINRICH AG O.N.... | 40.00 - | 2024-09-18 | Put |
Master data
WKN: | HD4JSM |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | JUNGHEINRICH AG O.N.VZO |
Type: | Warrant |
Option type: | Put |
Strike price: | 40.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2024-04-11 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -7.47 |
Leverage: | Yes |
Calculated values
Fair value: | 0.47 |
---|---|
Intrinsic value: | 0.42 |
Implied volatility: | 0.31 |
Historic volatility: | 0.29 |
Parity: | 0.42 |
Time value: | 0.06 |
Break-even: | 35.20 |
Moneyness: | 1.12 |
Premium: | 0.02 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.03 |
Spread %: | 6.67% |
Delta: | -0.69 |
Theta: | -0.01 |
Omega: | -5.18 |
Rho: | -0.09 |
Quote data
Open: | 0.4500 |
---|---|
High: | 0.4500 |
Low: | 0.4500 |
Previous Close: | 0.4700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.27% | ||
---|---|---|---|
1 Month | -23.73% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4700 | 0.4100 |
---|---|---|
1M High / 1M Low: | 0.6400 | 0.4100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4480 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5276 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 140.27% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |