UniCredit Put 12 NDX1 18.12.2024
/ DE000HC8QF37
UniCredit Put 12 NDX1 18.12.2024/ DE000HC8QF37 /
10/3/2024 9:44:10 AM |
Chg.+0.020 |
Bid9:56:14 AM |
Ask9:56:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
+6.90% |
0.320 Bid Size: 40,000 |
0.340 Ask Size: 40,000 |
NORDEX SE O.N. |
12.00 - |
12/18/2024 |
Put |
Master data
WKN: |
HC8QF3 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
12.00 - |
Maturity: |
12/18/2024 |
Issue date: |
8/15/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-38.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.41 |
Parity: |
-0.96 |
Time value: |
0.34 |
Break-even: |
11.66 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.05 |
Spread %: |
17.24% |
Delta: |
-0.26 |
Theta: |
0.00 |
Omega: |
-10.07 |
Rho: |
-0.01 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.310 |
Previous Close: |
0.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+55.00% |
1 Month |
|
|
+40.91% |
3 Months |
|
|
-29.55% |
YTD |
|
|
-45.61% |
1 Year |
|
|
-42.59% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.200 |
1M High / 1M Low: |
0.290 |
0.130 |
6M High / 6M Low: |
0.500 |
0.130 |
High (YTD): |
1/19/2024 |
0.710 |
Low (YTD): |
9/23/2024 |
0.130 |
52W High: |
1/19/2024 |
0.710 |
52W Low: |
9/23/2024 |
0.130 |
Avg. price 1W: |
|
0.230 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.192 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.310 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.444 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
176.36% |
Volatility 6M: |
|
128.64% |
Volatility 1Y: |
|
101.99% |
Volatility 3Y: |
|
- |