UniCredit Put 13 NDX1 18.12.2024
/ DE000HD4HVM5
UniCredit Put 13 NDX1 18.12.2024/ DE000HD4HVM5 /
02/10/2024 19:32:39 |
Chg.+0.040 |
Bid09:20:03 |
Ask09:20:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
+10.53% |
0.430 Bid Size: 40,000 |
0.450 Ask Size: 40,000 |
NORDEX SE O.N. |
13.00 - |
18/12/2024 |
Put |
Master data
WKN: |
HD4HVM |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
13.00 - |
Maturity: |
18/12/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-32.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.41 |
Parity: |
-0.50 |
Time value: |
0.41 |
Break-even: |
12.59 |
Moneyness: |
0.96 |
Premium: |
0.07 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.05 |
Spread %: |
13.89% |
Delta: |
-0.34 |
Theta: |
0.00 |
Omega: |
-11.13 |
Rho: |
-0.01 |
Quote data
Open: |
0.390 |
High: |
0.440 |
Low: |
0.390 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+35.48% |
1 Month |
|
|
+27.27% |
3 Months |
|
|
-23.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.300 |
1M High / 1M Low: |
0.420 |
0.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.344 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.291 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
173.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |