UniCredit Put 20 VAS 19.03.2025
/ DE000HD43JP3
UniCredit Put 20 VAS 19.03.2025/ DE000HD43JP3 /
| 2024-05-06 3:59:19 PM |
Chg.-0.030 |
Bid2024-05-06 |
Ask2024-05-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-3.06% |
0.950
Bid Size: 10,000 |
0.990
Ask Size: 10,000 |
VOESTALPINE AG |
20.00 - |
2025-03-19 |
Put |
Master data
| WKN: |
HD43JP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
2025-03-19 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2025-03-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-23.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
-5.64 |
| Time value: |
1.11 |
| Break-even: |
18.89 |
| Moneyness: |
0.78 |
| Premium: |
0.26 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.18 |
| Spread %: |
19.35% |
| Delta: |
-0.18 |
| Theta: |
0.00 |
| Omega: |
-4.05 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.970 |
| High: |
0.980 |
| Low: |
0.950 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.06% |
| 1 Month |
|
|
+5.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.940 |
| 1M High / 1M Low: |
1.200 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.980 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.971 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
