UniCredit Put 12.5 NDX1 19.03.2025
/ DE000HD4HVY0
UniCredit Put 12.5 NDX1 19.03.202.../ DE000HD4HVY0 /
8/26/2024 4:43:47 PM |
Chg.+0.010 |
Bid8/26/2024 |
Ask8/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
+2.70% |
0.380 Bid Size: 40,000 |
0.390 Ask Size: 40,000 |
NORDEX SE O.N. |
12.50 - |
3/19/2025 |
Put |
Master data
WKN: |
HD4HVY |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
12.50 - |
Maturity: |
3/19/2025 |
Issue date: |
4/10/2024 |
Last trading day: |
3/18/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-33.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.95 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.42 |
Parity: |
-1.34 |
Time value: |
0.41 |
Break-even: |
12.09 |
Moneyness: |
0.90 |
Premium: |
0.13 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.04 |
Spread %: |
10.81% |
Delta: |
-0.23 |
Theta: |
0.00 |
Omega: |
-7.92 |
Rho: |
-0.02 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.380 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.56% |
1 Month |
|
|
+5.56% |
3 Months |
|
|
+2.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.360 |
1M High / 1M Low: |
0.490 |
0.360 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.374 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.391 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.00% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |