UniCredit Put 25 ZAL 19.06.2024
/ DE000HD01277
UniCredit Put 25 ZAL 19.06.2024/ DE000HD01277 /
| 03/06/2024 11:49:26 |
Chg.+0.010 |
Bid12:19:01 |
Ask12:19:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+1.18% |
0.850
Bid Size: 35,000 |
0.870
Ask Size: 35,000 |
ZALANDO SE |
25.00 - |
19/06/2024 |
Put |
Master data
| WKN: |
HD0127 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 - |
| Maturity: |
19/06/2024 |
| Issue date: |
19/10/2023 |
| Last trading day: |
18/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-27.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.48 |
| Parity: |
0.75 |
| Time value: |
0.12 |
| Break-even: |
24.13 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
6.10% |
| Delta: |
-0.74 |
| Theta: |
-0.01 |
| Omega: |
-20.63 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.830 |
| High: |
0.880 |
| Low: |
0.830 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.53% |
| 1 Month |
|
|
-16.50% |
| 3 Months |
|
|
-47.24% |
| YTD |
|
|
-35.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.850 |
| 1M High / 1M Low: |
1.280 |
0.550 |
| 6M High / 6M Low: |
1.830 |
0.550 |
| High (YTD): |
19/01/2024 |
1.830 |
| Low (YTD): |
07/05/2024 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.916 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.892 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.258 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.05% |
| Volatility 6M: |
|
159.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
