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

Frankfurt Zert./HVB
03/06/2024  19:25:41 Chg.-0.050 Bid19:43:24 Ask19:43:24 Underlying Strike price Expiration date Option type
0.840EUR -5.62% 0.830
Bid Size: 15,000
0.860
Ask Size: 15,000
VERBUND AG INH... 79.1632 EUR 19/03/2025 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: 19/03/2025
Issue date: 15/04/2024
Last trading day: 18/03/2025
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: -7.66
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.34
Implied volatility: 0.35
Historic volatility: 0.27
Parity: 0.34
Time value: 0.66
Break-even: 69.27
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 0.11
Spread abs.: 0.22
Spread %: 28.21%
Delta: -0.46
Theta: -0.01
Omega: -3.50
Rho: -0.35
 

Quote data

Open: 0.900
High: 0.900
Low: 0.830
Previous Close: 0.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month
  -30.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.890
1M High / 1M Low: 1.220 0.860
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.936
Avg. volume 1W:   0.000
Avg. price 1M:   1.036
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -