UniCredit Put 79.1632 OEWA 18.12.2024
/ DE000HD0NRS6
UniCredit Put 79.1632 OEWA 18.12..../ DE000HD0NRS6 /
2024-05-22 9:27:57 AM |
Chg.-0.09 |
Bid11:15:29 AM |
Ask11:15:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.92EUR |
-8.91% |
0.91 Bid Size: 45,000 |
0.92 Ask Size: 45,000 |
VERBUND AG INH... |
79.1632 - |
2024-12-18 |
Put |
Master data
WKN: |
HD0NRS |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
VERBUND AG INH. A |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
79.16 - |
Maturity: |
2024-12-18 |
Issue date: |
2023-11-13 |
Last trading day: |
2024-12-17 |
Ratio: |
9.89:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.47 |
Implied volatility: |
0.34 |
Historic volatility: |
0.27 |
Parity: |
0.47 |
Time value: |
0.47 |
Break-even: |
69.87 |
Moneyness: |
1.06 |
Premium: |
0.06 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.05 |
Spread %: |
5.62% |
Delta: |
-0.51 |
Theta: |
-0.01 |
Omega: |
-4.08 |
Rho: |
-0.27 |
Quote data
Open: |
0.92 |
High: |
0.92 |
Low: |
0.92 |
Previous Close: |
1.01 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.37% |
1 Month |
|
|
-31.85% |
3 Months |
|
|
-52.58% |
YTD |
|
|
+13.58% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.01 |
0.89 |
1M High / 1M Low: |
1.38 |
0.88 |
6M High / 6M Low: |
2.02 |
0.61 |
High (YTD): |
2024-02-14 |
2.02 |
Low (YTD): |
2024-01-09 |
0.71 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.96 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.13 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.22 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.50% |
Volatility 6M: |
|
100.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |