UniCredit Put 15 RAW 18.12.2024
/ DE000HD0TUY5
UniCredit Put 15 RAW 18.12.2024/ DE000HD0TUY5 /
2024-06-24 8:49:14 PM |
Chg.- |
Bid9:09:39 AM |
Ask9:09:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
- |
0.900 Bid Size: 15,000 |
0.960 Ask Size: 15,000 |
RAIFFEISEN BK INTL I... |
15.00 - |
2024-12-18 |
Put |
Master data
WKN: |
HD0TUY |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
RAIFFEISEN BK INTL INH. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2023-11-20 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-14.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.29 |
Parity: |
-1.39 |
Time value: |
1.11 |
Break-even: |
13.89 |
Moneyness: |
0.92 |
Premium: |
0.15 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.10 |
Spread %: |
9.90% |
Delta: |
-0.31 |
Theta: |
0.00 |
Omega: |
-4.51 |
Rho: |
-0.03 |
Quote data
Open: |
0.970 |
High: |
0.970 |
Low: |
0.900 |
Previous Close: |
1.020 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.95% |
1 Month |
|
|
-5.21% |
3 Months |
|
|
-28.35% |
YTD |
|
|
-9.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.070 |
0.880 |
1M High / 1M Low: |
1.200 |
0.880 |
6M High / 6M Low: |
1.360 |
0.610 |
High (YTD): |
2024-03-22 |
1.360 |
Low (YTD): |
2024-01-26 |
0.610 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.966 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.988 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.947 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.81% |
Volatility 6M: |
|
150.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |