UniCredit Put 100 ILU 18.09.2024
/ DE000HD03WD6
UniCredit Put 100 ILU 18.09.2024/ DE000HD03WD6 /
| 19/06/2024 08:16:17 |
Chg.-0.100 |
Bid15:51:14 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-16.13% |
-
Bid Size: - |
-
Ask Size: - |
ILLUMINA INC. D... |
100.00 - |
18/09/2024 |
Put |
Master data
| WKN: |
HD03WD |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ILLUMINA INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
24/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.37 |
| Parity: |
0.26 |
| Time value: |
0.30 |
| Break-even: |
94.40 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.54 |
| Theta: |
-0.02 |
| Omega: |
-9.33 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-42.22% |
| 3 Months |
|
|
+26.83% |
| YTD |
|
|
-35.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.910 |
0.470 |
| 6M High / 6M Low: |
0.980 |
0.380 |
| High (YTD): |
05/01/2024 |
0.980 |
| Low (YTD): |
16/02/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.661 |
| Avg. volume 1M: |
|
1,312.500 |
| Avg. price 6M: |
|
0.638 |
| Avg. volume 6M: |
|
233.333 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.86% |
| Volatility 6M: |
|
172.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
