UniCredit Put 20 VAS 18.06.2025
/ DE000HD1EGQ0
UniCredit Put 20 VAS 18.06.2025/ DE000HD1EGQ0 /
| 2024-09-20 7:32:34 PM |
Chg.+0.160 |
Bid9:59:12 PM |
Ask9:59:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.500EUR |
+11.94% |
1.470
Bid Size: 3,000 |
1.660
Ask Size: 3,000 |
VOESTALPINE AG |
20.00 - |
2025-06-18 |
Put |
Master data
| WKN: |
HD1EGQ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
2025-06-18 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2025-06-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-1.80 |
| Time value: |
1.50 |
| Break-even: |
18.50 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.20 |
| Spread %: |
15.38% |
| Delta: |
-0.30 |
| Theta: |
0.00 |
| Omega: |
-4.39 |
| Rho: |
-0.06 |
Quote data
| Open: |
1.450 |
| High: |
1.550 |
| Low: |
1.380 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
-5.66% |
| 3 Months |
|
|
+30.43% |
| YTD |
|
|
-2.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
1.340 |
| 1M High / 1M Low: |
1.860 |
1.260 |
| 6M High / 6M Low: |
1.860 |
0.900 |
| High (YTD): |
2024-09-10 |
1.860 |
| Low (YTD): |
2024-07-19 |
0.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.521 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.215 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.69% |
| Volatility 6M: |
|
102.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
