UC WAR. PUT 09/24 VBK/ DE000HD87D43 /
| 2024-08-23 9:46:58 PM | Chg.-0.0900 | Bid9:59:30 PM | Ask9:59:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9200EUR | -8.91% | 0.7400 Bid Size: 5,000 |
1.0600 Ask Size: 5,000 |
VERBIO SE INH O.N. | 18.00 EUR | 2024-09-18 | Put |
Master data
| WKN: | HD87D4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBIO SE INH O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 18.00 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-08-22 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -17.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.83 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.68 |
| Historic volatility: | 0.55 |
| Parity: | -0.44 |
| Time value: | 1.06 |
| Break-even: | 16.94 |
| Moneyness: | 0.98 |
| Premium: | 0.08 |
| Premium p.a.: | 2.13 |
| Spread abs.: | 0.32 |
| Spread %: | 43.24% |
| Delta: | -0.41 |
| Theta: | -0.02 |
| Omega: | -7.06 |
| Rho: | -0.01 |
Quote data
| Open: | 0.9200 |
|---|---|
| High: | 1.0400 |
| Low: | 0.9200 |
| Previous Close: | 1.0100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | - | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| 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: | - |
