UniCredit Put 20 VAS 18.12.2024
/ DE000HD033N3
UniCredit Put 20 VAS 18.12.2024/ DE000HD033N3 /
| 2024-06-11 8:29:02 PM |
Chg.- |
Bid8:43:49 AM |
Ask8:43:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
- |
0.530
Bid Size: 6,000 |
0.670
Ask Size: 6,000 |
VOESTALPINE AG |
20.00 - |
2024-12-18 |
Put |
Master data
| WKN: |
HD033N |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-38.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
-6.16 |
| Time value: |
0.68 |
| Break-even: |
19.32 |
| Moneyness: |
0.76 |
| Premium: |
0.26 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.18 |
| Spread %: |
36.00% |
| Delta: |
-0.14 |
| Theta: |
0.00 |
| Omega: |
-5.42 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.510 |
| High: |
0.580 |
| Low: |
0.510 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.68% |
| 1 Month |
|
|
-18.84% |
| 3 Months |
|
|
-37.78% |
| YTD |
|
|
-43.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.530 |
| 1M High / 1M Low: |
0.700 |
0.410 |
| 6M High / 6M Low: |
1.150 |
0.410 |
| High (YTD): |
2024-02-13 |
1.150 |
| Low (YTD): |
2024-05-27 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.550 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.827 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.70% |
| Volatility 6M: |
|
136.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
