UC WAR. PUT 09/24 VBK/ DE000HD6NPY5 /
| 2024-07-22 9:47:08 PM | Chg.-0.1500 | Bid9:59:42 PM | Ask9:59:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6900EUR | -17.86% | 0.5600 Bid Size: 6,000 |
1.7900 Ask Size: 6,000 |
VERBIO SE INH O.N. | 15.00 - | 2024-09-18 | Put |
Master data
| WKN: | HD6NPY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBIO SE INH O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 15.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-06-27 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -11.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.63 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.92 |
| Historic volatility: | 0.55 |
| Parity: | -1.78 |
| Time value: | 1.49 |
| Break-even: | 13.51 |
| Moneyness: | 0.89 |
| Premium: | 0.19 |
| Premium p.a.: | 2.07 |
| Spread abs.: | 0.71 |
| Spread %: | 91.03% |
| Delta: | -0.31 |
| Theta: | -0.02 |
| Omega: | -3.46 |
| Rho: | -0.01 |
Quote data
| Open: | 0.8400 |
|---|---|
| High: | 0.8400 |
| Low: | 0.6900 |
| Previous Close: | 0.8400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.99% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8400 | 0.6700 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
