UniCredit Put 0.8 VODI 18.12.2024
/ DE000HD101U3
UniCredit Put 0.8 VODI 18.12.2024/ DE000HD101U3 /
2024-05-22 6:31:35 PM |
Chg.+0.010 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+7.14% |
0.150 Bid Size: 150,000 |
0.160 Ask Size: 150,000 |
Vodafone Group PLC O... |
0.80 - |
2024-12-18 |
Put |
Master data
WKN: |
HD101U |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Vodafone Group PLC ORD USD0.20 20/21 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.80 - |
Maturity: |
2024-12-18 |
Issue date: |
2023-11-27 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.79 |
Historic volatility: |
0.27 |
Parity: |
-0.08 |
Time value: |
0.15 |
Break-even: |
0.65 |
Moneyness: |
0.91 |
Premium: |
0.26 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.01 |
Spread %: |
7.14% |
Delta: |
-0.31 |
Theta: |
0.00 |
Omega: |
-1.82 |
Rho: |
0.00 |
Quote data
Open: |
0.140 |
High: |
0.150 |
Low: |
0.140 |
Previous Close: |
0.140 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.14% |
1 Month |
|
|
-21.05% |
3 Months |
|
|
-31.82% |
YTD |
|
|
-25.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.130 |
1M High / 1M Low: |
0.210 |
0.130 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-02-13 |
0.250 |
Low (YTD): |
2024-05-20 |
0.130 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.134 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.179 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.50% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |