UniCredit Put 120 ZEG 18.12.2024
/ DE000HD5HTW5
UniCredit Put 120 ZEG 18.12.2024/ DE000HD5HTW5 /
2024-06-03 5:23:10 PM |
Chg.-0.060 |
Bid5:40:52 PM |
Ask5:40:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.730EUR |
-7.59% |
0.730 Bid Size: 10,000 |
0.760 Ask Size: 10,000 |
Astrazeneca PLC ORD ... |
120.00 - |
2024-12-18 |
Put |
Master data
WKN: |
HD5HTW |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2024-05-13 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-17.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.25 |
Parity: |
-2.35 |
Time value: |
0.81 |
Break-even: |
111.90 |
Moneyness: |
0.84 |
Premium: |
0.22 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.06 |
Spread %: |
8.00% |
Delta: |
-0.23 |
Theta: |
-0.03 |
Omega: |
-4.06 |
Rho: |
-0.22 |
Quote data
Open: |
0.800 |
High: |
0.820 |
Low: |
0.730 |
Previous Close: |
0.790 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.82% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.710 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.840 |
Avg. volume 1W: |
|
0.000 |
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: |
|
- |