UC WAR. PUT 03/25 BNR/ DE000HD5MT36 /
| 1/23/2025 9:41:59 AM | Chg.-0.0100 | Bid10:38:00 AM | Ask10:38:00 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4800EUR | -2.04% | 0.4800 Bid Size: 100,000 |
0.4900 Ask Size: 100,000 |
BRENNTAG SE NA O.N. | 60.00 - | 3/19/2025 | Put |
Master data
| WKN: | HD5MT3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 60.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 5/16/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -10.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.46 |
|---|---|
| Intrinsic value: | 0.40 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.24 |
| Parity: | 0.40 |
| Time value: | 0.11 |
| Break-even: | 54.90 |
| Moneyness: | 1.07 |
| Premium: | 0.02 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.04 |
| Spread %: | 8.51% |
| Delta: | -0.68 |
| Theta: | -0.02 |
| Omega: | -7.48 |
| Rho: | -0.07 |
Quote data
| Open: | 0.4300 |
|---|---|
| High: | 0.4800 |
| Low: | 0.4300 |
| Previous Close: | 0.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.04% | ||
|---|---|---|---|
| 1 Month | +17.07% | ||
| 3 Months | +71.43% | ||
| YTD | +37.14% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.4900 | 0.4700 |
|---|---|---|
| 1M High / 1M Low: | 0.6200 | 0.3300 |
| 6M High / 6M Low: | 0.6200 | 0.1600 |
| High (YTD): | 1/14/2025 | 0.6200 |
| Low (YTD): | 1/7/2025 | 0.3300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4367 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2919 | |
| Avg. volume 6M: | .6929 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 167.18% | |
| Volatility 6M: | 222.39% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |