UC WAR. PUT 12/24 VAS/ DE000HD033N3 /
| 2024-05-06 9:46:54 PM | Chg.-0.0400 | Bid9:59:47 PM | Ask9:59:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7300EUR | -5.19% | 0.6200 Bid Size: 5,000 |
0.8000 Ask Size: 5,000 |
VOESTALPINE AG | 20.00 EUR | 2024-12-18 | Put |
Master data
| WKN: | HD033N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -29.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.25 |
| Parity: | -5.64 |
| Time value: | 0.86 |
| Break-even: | 19.14 |
| Moneyness: | 0.78 |
| Premium: | 0.25 |
| Premium p.a.: | 0.44 |
| Spread abs.: | 0.18 |
| Spread %: | 26.47% |
| Delta: | -0.16 |
| Theta: | 0.00 |
| Omega: | -4.84 |
| Rho: | -0.03 |
Quote data
| Open: | 0.7700 |
|---|---|
| High: | 0.7700 |
| Low: | 0.7300 |
| Previous Close: | 0.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.88% | ||
|---|---|---|---|
| 1 Month | +4.29% | ||
| 3 Months | -32.41% | ||
| YTD | -27.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.8100 | 0.7300 |
|---|---|---|
| 1M High / 1M Low: | 0.9700 | 0.6000 |
| 6M High / 6M Low: | 1.7400 | 0.6000 |
| High (YTD): | 2024-01-10 | 1.2000 |
| Low (YTD): | 2024-04-15 | 0.6000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7750 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7910 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0356 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 166.25% | |
| Volatility 6M: | 107.35% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
