UC WAR. PUT 06/24 VBK/ DE000HD0LGP9 /
| 2024-05-02 1:45:27 PM | Chg.-0.0200 | Bid2024-05-02 | Ask2024-05-02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1700EUR | -10.53% | 0.1700 Bid Size: 70,000 |
0.1800 Ask Size: 70,000 |
VERBIO SE INH O.N. | 20.00 - | 2024-06-19 | Put |
Master data
| WKN: | HD0LGP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBIO SE INH O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-11-09 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -9.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.16 |
|---|---|
| Intrinsic value: | 0.04 |
| Implied volatility: | 0.69 |
| Historic volatility: | 0.52 |
| Parity: | 0.04 |
| Time value: | 0.17 |
| Break-even: | 17.90 |
| Moneyness: | 1.02 |
| Premium: | 0.09 |
| Premium p.a.: | 0.89 |
| Spread abs.: | 0.04 |
| Spread %: | 23.53% |
| Delta: | -0.47 |
| Theta: | -0.02 |
| Omega: | -4.42 |
| Rho: | -0.01 |
Quote data
| Open: | 0.1900 |
|---|---|
| High: | 0.1900 |
| Low: | 0.1700 |
| Previous Close: | 0.1900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -22.73% | ||
|---|---|---|---|
| 1 Month | -15.00% | ||
| 3 Months | -41.38% | ||
| YTD | +41.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.2200 | 0.1900 |
|---|---|---|
| 1M High / 1M Low: | 0.2600 | 0.1700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-03-14 | 0.4200 |
| Low (YTD): | 2024-01-05 | 0.1300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2138 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 127.12% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
