UniCredit Put 15 AOMD 19.06.2024/  DE000HD4FAP6  /

EUWAX
2024-05-22  9:00:56 PM Chg.-0.030 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.110EUR -21.43% -
Bid Size: -
-
Ask Size: -
ALSTOM S.A. INH. ... 15.00 - 2024-06-19 Put
 

Master data

WKN: HD4FAP
Issuer: UniCredit
Currency: EUR
Underlying: ALSTOM S.A. INH. EO 7
Type: Warrant
Option type: Put
Strike price: 15.00 -
Maturity: 2024-06-19
Issue date: 2024-04-08
Last trading day: 2024-06-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -67.20
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.54
Parity: -3.15
Time value: 0.27
Break-even: 14.73
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 8.47
Spread abs.: 0.20
Spread %: 285.71%
Delta: -0.14
Theta: -0.01
Omega: -9.26
Rho: 0.00
 

Quote data

Open: 0.200
High: 0.200
Low: 0.110
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month
  -89.91%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 1.230 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.606
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   379.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -