UniCredit Put 30 VAS 18.09.2024
/ DE000HD1EGK3
UniCredit Put 30 VAS 18.09.2024/ DE000HD1EGK3 /
| 2024-05-27 1:48:57 PM |
Chg.-0.01 |
Bid3:44:24 PM |
Ask3:44:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.30EUR |
-0.23% |
4.30
Bid Size: 4,000 |
4.34
Ask Size: 4,000 |
VOESTALPINE AG |
30.00 - |
2024-09-18 |
Put |
Master data
| WKN: |
HD1EGK |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.39 |
| Intrinsic value: |
3.24 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
3.24 |
| Time value: |
1.21 |
| Break-even: |
25.55 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.19 |
| Spread %: |
4.46% |
| Delta: |
-0.61 |
| Theta: |
-0.01 |
| Omega: |
-3.69 |
| Rho: |
-0.07 |
Quote data
| Open: |
4.22 |
| High: |
4.30 |
| Low: |
4.22 |
| Previous Close: |
4.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.59% |
| 1 Month |
|
|
-21.96% |
| 3 Months |
|
|
-21.53% |
| YTD |
|
|
+4.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.59 |
4.31 |
| 1M High / 1M Low: |
5.79 |
4.31 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-06 |
6.44 |
| Low (YTD): |
2024-01-02 |
4.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
