UniCredit Put 79.1632 OEWA 18.12.2024
/ DE000HD0NRS6
UniCredit Put 79.1632 OEWA 18.12..../ DE000HD0NRS6 /
| 03/06/2024 17:42:40 |
Chg.-0.060 |
Bid18:13:08 |
Ask18:13:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-7.59% |
0.730
Bid Size: 15,000 |
0.760
Ask Size: 15,000 |
VERBUND AG INH... |
79.1632 - |
18/12/2024 |
Put |
Master data
| WKN: |
HD0NRS |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
79.16 - |
| Maturity: |
18/12/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
9.89:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
0.34 |
| Time value: |
0.56 |
| Break-even: |
70.26 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.22 |
| Spread %: |
32.35% |
| Delta: |
-0.48 |
| Theta: |
-0.02 |
| Omega: |
-4.11 |
| Rho: |
-0.25 |
Quote data
| Open: |
0.790 |
| High: |
0.800 |
| Low: |
0.730 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.98% |
| 1 Month |
|
|
-35.40% |
| 3 Months |
|
|
-55.49% |
| YTD |
|
|
-7.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.790 |
| 1M High / 1M Low: |
1.140 |
0.760 |
| 6M High / 6M Low: |
2.030 |
0.620 |
| High (YTD): |
13/02/2024 |
2.030 |
| Low (YTD): |
09/01/2024 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.942 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.231 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.32% |
| Volatility 6M: |
|
104.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
