UniCredit Put 15 RAW 18.12.2024
/ DE000HD0TUY5
UniCredit Put 15 RAW 18.12.2024/ DE000HD0TUY5 /
| 6/6/2024 10:39:24 AM |
Chg.-0.04 |
Bid11:21:48 AM |
Ask11:21:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.96EUR |
-4.00% |
0.96
Bid Size: 25,000 |
0.98
Ask Size: 25,000 |
RAIFFEISEN BK INTL I... |
15.00 - |
12/18/2024 |
Put |
Master data
| WKN: |
HD0TUY |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
RAIFFEISEN BK INTL INH. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
11/20/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.28 |
| Parity: |
-1.75 |
| Time value: |
1.22 |
| Break-even: |
13.78 |
| Moneyness: |
0.90 |
| Premium: |
0.18 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.41 |
| Spread %: |
50.62% |
| Delta: |
-0.29 |
| Theta: |
0.00 |
| Omega: |
-3.97 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.96 |
| High: |
0.96 |
| Low: |
0.96 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.03% |
| 1 Month |
|
|
-12.73% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
-4.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.96 |
| 1M High / 1M Low: |
1.10 |
0.91 |
| 6M High / 6M Low: |
1.74 |
0.61 |
| High (YTD): |
3/22/2024 |
1.36 |
| Low (YTD): |
1/26/2024 |
0.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.39% |
| Volatility 6M: |
|
145.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
