UniCredit Put 120 AZN 18.12.2024
/ DE000HD5HTW5
UniCredit Put 120 AZN 18.12.2024/ DE000HD5HTW5 /
| 13/11/2024 21:37:15 |
Chg.-0.15 |
Bid21:59:12 |
Ask21:59:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
-6.36% |
2.19
Bid Size: 2,000 |
-
Ask Size: - |
ASTRAZENECA PLC D... |
120.00 - |
18/12/2024 |
Put |
Master data
| WKN: |
HD5HTW |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ASTRAZENECA PLC DL-,25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
13/05/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.66 |
| Historic volatility: |
0.23 |
| Parity: |
-0.19 |
| Time value: |
2.34 |
| Break-even: |
96.60 |
| Moneyness: |
0.98 |
| Premium: |
0.21 |
| Premium p.a.: |
6.15 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.43% |
| Delta: |
-0.38 |
| Theta: |
-0.34 |
| Omega: |
-2.00 |
| Rho: |
-0.07 |
Quote data
| Open: |
2.18 |
| High: |
2.24 |
| Low: |
2.18 |
| Previous Close: |
2.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
+250.79% |
| 3 Months |
|
|
+413.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.49 |
2.21 |
| 1M High / 1M Low: |
2.49 |
0.57 |
| 6M High / 6M Low: |
2.49 |
0.26 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.55% |
| Volatility 6M: |
|
193.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
