UC WAR. PUT 12/24 VAS/ DE000HD033N3 /
| 2024-11-15 11:46:21 AM | Chg.-0.0600 | Bid1:12:54 PM | Ask1:12:54 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5000EUR | -3.85% | 1.5100 Bid Size: 4,000 |
1.5400 Ask Size: 4,000 |
VOESTALPINE AG | 20.00 - | 2024-12-18 | Put |
Master data
| WKN: | HD033N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -11.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.59 |
|---|---|
| Intrinsic value: | 1.52 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.26 |
| Parity: | 1.52 |
| Time value: | 0.11 |
| Break-even: | 18.37 |
| Moneyness: | 1.08 |
| Premium: | 0.01 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.17 |
| Spread %: | 11.64% |
| Delta: | -0.80 |
| Theta: | -0.01 |
| Omega: | -9.10 |
| Rho: | -0.01 |
Quote data
| Open: | 1.5400 |
|---|---|
| High: | 1.6300 |
| Low: | 1.5000 |
| Previous Close: | 1.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +57.89% | ||
|---|---|---|---|
| 1 Month | +17.19% | ||
| 3 Months | +57.89% | ||
| YTD | +50.00% | ||
| 1 Year | +12.78% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8500 | 0.9500 |
|---|---|---|
| 1M High / 1M Low: | 1.8500 | 0.8800 |
| 6M High / 6M Low: | 1.8500 | 0.2700 |
| High (YTD): | 2024-11-13 | 1.8500 |
| Low (YTD): | 2024-09-30 | 0.2700 |
| 52W High: | 2024-11-13 | 1.8500 |
| 52W Low: | 2024-09-30 | 0.2700 |
| Avg. price 1W: | 1.3320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1787 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7445 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8668 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 289.03% | |
| Volatility 6M: | 195.26% | |
| Volatility 1Y: | 158.04% | |
| Volatility 3Y: | - |
