UniCredit Put 30 VAS 18.09.2024
/ DE000HD1EGK3
UniCredit Put 30 VAS 18.09.2024/ DE000HD1EGK3 /
| 2024-05-31 5:57:48 PM |
Chg.-0.39 |
Bid6:09:56 PM |
Ask6:09:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.22EUR |
-8.46% |
4.25
Bid Size: 1,000 |
4.34
Ask Size: 1,000 |
VOESTALPINE AG |
30.00 - |
2024-09-18 |
Put |
Master data
| WKN: |
HD1EGK |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.74 |
| Intrinsic value: |
3.70 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.24 |
| Parity: |
3.70 |
| Time value: |
1.35 |
| Break-even: |
24.95 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.74 |
| Spread %: |
17.17% |
| Delta: |
-0.62 |
| Theta: |
-0.01 |
| Omega: |
-3.21 |
| Rho: |
-0.06 |
Quote data
| Open: |
4.76 |
| High: |
4.76 |
| Low: |
4.22 |
| Previous Close: |
4.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.09% |
| 1 Month |
|
|
-26.48% |
| 3 Months |
|
|
-25.83% |
| YTD |
|
|
+2.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.61 |
4.11 |
| 1M High / 1M Low: |
5.79 |
4.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-06 |
6.44 |
| Low (YTD): |
2024-01-02 |
4.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
