UniCredit Put 13.5 NDX1 19.03.2025
/ DE000HD4HW05
UniCredit Put 13.5 NDX1 19.03.202.../ DE000HD4HW05 /
| 04/11/2024 19:41:37 |
Chg.-0.040 |
Bid21:59:06 |
Ask21:59:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-8.00% |
0.450
Bid Size: 8,000 |
0.500
Ask Size: 8,000 |
NORDEX SE O.N. |
13.50 - |
19/03/2025 |
Put |
Master data
| WKN: |
HD4HW0 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
13.50 - |
| Maturity: |
19/03/2025 |
| Issue date: |
10/04/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-24.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.40 |
| Parity: |
0.25 |
| Time value: |
0.29 |
| Break-even: |
12.96 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
10.20% |
| Delta: |
-0.51 |
| Theta: |
0.00 |
| Omega: |
-12.57 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.460 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.98% |
| 1 Month |
|
|
-6.12% |
| 3 Months |
|
|
-14.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.430 |
| 1M High / 1M Low: |
0.530 |
0.430 |
| 6M High / 6M Low: |
0.630 |
0.330 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.488 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.470 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.80% |
| Volatility 6M: |
|
78.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
