UniCredit Put 0.8 VODI 18.12.2024
/ DE000HD101U3
UniCredit Put 0.8 VODI 18.12.2024/ DE000HD101U3 /
| 19/06/2024 10:34:35 |
Chg.-0.010 |
Bid14:00:29 |
Ask14:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-6.67% |
0.130
Bid Size: 600,000 |
0.140
Ask Size: 600,000 |
VODAFONE GROUP PLC |
0.80 - |
18/12/2024 |
Put |
Master data
| WKN: |
HD101U |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VODAFONE GROUP PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.80 - |
| Maturity: |
18/12/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.27 |
| Parity: |
-0.02 |
| Time value: |
0.16 |
| Break-even: |
0.64 |
| Moneyness: |
0.98 |
| Premium: |
0.22 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
-0.36 |
| Theta: |
0.00 |
| Omega: |
-1.85 |
| Rho: |
0.00 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
-36.36% |
| YTD |
|
|
-30.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.150 |
| 1M High / 1M Low: |
0.160 |
0.130 |
| 6M High / 6M Low: |
0.250 |
0.130 |
| High (YTD): |
13/02/2024 |
0.250 |
| Low (YTD): |
06/06/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.193 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.10% |
| Volatility 6M: |
|
72.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
