UniCredit Put 400 MSF 19.03.2025
/ DE000HD406F7
UniCredit Put 400 MSF 19.03.2025/ DE000HD406F7 /
2024-05-31 8:40:52 AM |
Chg.+0.110 |
Bid9:23:46 AM |
Ask9:23:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.160EUR |
+5.37% |
2.200 Bid Size: 6,000 |
2.250 Ask Size: 6,000 |
MICROSOFT DL-,000... |
400.00 - |
2025-03-19 |
Put |
Master data
WKN: |
HD406F |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
MICROSOFT DL-,00000625 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 - |
Maturity: |
2025-03-19 |
Issue date: |
2024-03-21 |
Last trading day: |
2025-03-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-21.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.18 |
Intrinsic value: |
0.27 |
Implied volatility: |
0.16 |
Historic volatility: |
0.19 |
Parity: |
0.27 |
Time value: |
1.55 |
Break-even: |
381.80 |
Moneyness: |
1.01 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
1.11% |
Delta: |
-0.41 |
Theta: |
-0.02 |
Omega: |
-8.88 |
Rho: |
-1.44 |
Quote data
Open: |
2.210 |
High: |
2.210 |
Low: |
2.160 |
Previous Close: |
2.050 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+22.73% |
1 Month |
|
|
-31.86% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.050 |
1.630 |
1M High / 1M Low: |
3.170 |
1.630 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.796 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.191 |
Avg. volume 1M: |
|
136.364 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |