UniCredit Put 13.5 NDX1 18.06.2025
/ DE000HD4HWC4
UniCredit Put 13.5 NDX1 18.06.202.../ DE000HD4HWC4 /
26/08/2024 19:32:33 |
Chg.0.000 |
Bid20:00:30 |
Ask20:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
0.00% |
0.500 Bid Size: 8,000 |
0.530 Ask Size: 8,000 |
NORDEX SE O.N. |
13.50 - |
18/06/2025 |
Put |
Master data
WKN: |
HD4HWC |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
13.50 - |
Maturity: |
18/06/2025 |
Issue date: |
10/04/2024 |
Last trading day: |
17/06/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-26.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.67 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.42 |
Parity: |
-0.34 |
Time value: |
0.53 |
Break-even: |
12.97 |
Moneyness: |
0.98 |
Premium: |
0.06 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.04 |
Spread %: |
8.16% |
Delta: |
-0.34 |
Theta: |
0.00 |
Omega: |
-8.78 |
Rho: |
-0.04 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.500 |
Previous Close: |
0.500 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.38% |
1 Month |
|
|
+8.70% |
3 Months |
|
|
+13.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.470 |
1M High / 1M Low: |
0.560 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.490 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.494 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |