UniCredit Put 79.1632 VER 18.12.2024
/ DE000HD0NRS6
UniCredit Put 79.1632 VER 18.12.2.../ DE000HD0NRS6 /
| 2024-05-21 7:27:37 PM |
Chg.-0.050 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-5.26% |
0.890
Bid Size: 6,000 |
0.940
Ask Size: 6,000 |
VERBUND AG INH... |
79.1632 - |
2024-12-18 |
Put |
Master data
| WKN: |
HD0NRS |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
79.16 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-12-17 |
| Ratio: |
9.89:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
0.60 |
| Time value: |
0.39 |
| Break-even: |
69.37 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
5.32% |
| Delta: |
-0.54 |
| Theta: |
-0.01 |
| Omega: |
-4.04 |
| Rho: |
-0.29 |
Quote data
| Open: |
1.000 |
| High: |
1.020 |
| Low: |
0.900 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.12% |
| 1 Month |
|
|
-33.82% |
| 3 Months |
|
|
-53.61% |
| YTD |
|
|
+13.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.890 |
| 1M High / 1M Low: |
1.380 |
0.890 |
| 6M High / 6M Low: |
2.030 |
0.620 |
| High (YTD): |
2024-02-13 |
2.030 |
| Low (YTD): |
2024-01-09 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.129 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.228 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.71% |
| Volatility 6M: |
|
98.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
