UniCredit Put 12.5 NDX1 18.12.2024
/ DE000HD4HVL7
UniCredit Put 12.5 NDX1 18.12.202.../ DE000HD4HVL7 /
| 11/4/2024 5:22:24 PM |
Chg.-0.050 |
Bid6:21:04 PM |
Ask6:21:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-15.63% |
0.270
Bid Size: 10,000 |
0.300
Ask Size: 10,000 |
NORDEX SE O.N. |
12.50 - |
12/18/2024 |
Put |
Master data
| WKN: |
HD4HVL |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.50 - |
| Maturity: |
12/18/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-36.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.40 |
| Parity: |
-0.75 |
| Time value: |
0.36 |
| Break-even: |
12.14 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.05 |
| Spread %: |
16.13% |
| Delta: |
-0.30 |
| Theta: |
-0.01 |
| Omega: |
-10.97 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.270 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-15.63% |
| 3 Months |
|
|
-35.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.240 |
| 1M High / 1M Low: |
0.380 |
0.240 |
| 6M High / 6M Low: |
0.560 |
0.170 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.318 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.343 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.07% |
| Volatility 6M: |
|
126.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
