UniCredit Put 25 VAS 18.09.2024
/ DE000HD4FBW0
UniCredit Put 25 VAS 18.09.2024/ DE000HD4FBW0 /
| 2024-06-18 7:38:24 PM |
Chg.-0.150 |
Bid9:59:17 PM |
Ask9:59:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.710EUR |
-8.06% |
1.690
Bid Size: 2,000 |
1.910
Ask Size: 2,000 |
VOESTALPINE AG |
25.00 - |
2024-09-18 |
Put |
Master data
| WKN: |
HD4FBW |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
0.46 |
| Time value: |
1.52 |
| Break-even: |
23.02 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.22 |
| Spread %: |
12.50% |
| Delta: |
-0.48 |
| Theta: |
-0.01 |
| Omega: |
-5.98 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.880 |
| High: |
1.940 |
| Low: |
1.710 |
| Previous Close: |
1.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.93% |
| 1 Month |
|
|
+11.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.860 |
1.410 |
| 1M High / 1M Low: |
1.860 |
1.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
