UniCredit Put 20 VAS 18.12.2024
/ DE000HD033N3
UniCredit Put 20 VAS 18.12.2024/ DE000HD033N3 /
| 2024-05-06 9:19:33 PM |
Chg.- |
Bid8:32:27 AM |
Ask8:32:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
- |
0.640
Bid Size: 5,000 |
0.790
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: |
0.700 |
| High: |
0.700 |
| Low: |
0.660 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.16% |
| 1 Month |
|
|
+4.76% |
| 3 Months |
|
|
-35.29% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.660 |
| 1M High / 1M Low: |
0.930 |
0.530 |
| 6M High / 6M Low: |
1.670 |
0.530 |
| High (YTD): |
2024-02-13 |
1.150 |
| Low (YTD): |
2024-04-11 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.703 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.724 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.973 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.32% |
| Volatility 6M: |
|
126.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
