UniCredit Put 79.1632 OEWA 19.03..../  DE000HD4MXE8  /

Frankfurt Zert./HVB
2024-06-14  7:39:42 PM Chg.+0.110 Bid9:59:36 PM Ask9:59:36 PM Underlying Strike price Expiration date Option type
0.970EUR +12.79% 0.960
Bid Size: 6,000
1.010
Ask Size: 6,000
VERBUND AG INH... 79.1632 EUR 2025-03-19 Put
 

Master data

WKN: HD4MXE
Issuer: UniCredit
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Put
Strike price: 79.16 EUR
Maturity: 2025-03-19
Issue date: 2024-04-15
Last trading day: 2025-03-18
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: -7.36
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.57
Implied volatility: 0.31
Historic volatility: 0.27
Parity: 0.57
Time value: 0.44
Break-even: 69.17
Moneyness: 1.08
Premium: 0.06
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 5.21%
Delta: -0.51
Theta: -0.01
Omega: -3.78
Rho: -0.36
 

Quote data

Open: 0.890
High: 0.990
Low: 0.880
Previous Close: 0.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.30%
1 Month
  -2.02%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.830
1M High / 1M Low: 1.090 0.830
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   0.932
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -