UniCredit Put 13 NDX1 19.03.2025
/ DE000HD4HVZ7
UniCredit Put 13 NDX1 19.03.2025/ DE000HD4HVZ7 /
26/08/2024 15:04:48 |
Chg.0.000 |
Bid26/08/2024 |
Ask26/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
0.00% |
0.420 Bid Size: 40,000 |
0.430 Ask Size: 40,000 |
NORDEX SE O.N. |
13.00 - |
19/03/2025 |
Put |
Master data
WKN: |
HD4HVZ |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
13.00 - |
Maturity: |
19/03/2025 |
Issue date: |
10/04/2024 |
Last trading day: |
18/03/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-30.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.42 |
Parity: |
-0.84 |
Time value: |
0.45 |
Break-even: |
12.55 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.04 |
Spread %: |
9.76% |
Delta: |
-0.28 |
Theta: |
0.00 |
Omega: |
-8.69 |
Rho: |
-0.02 |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.420 |
Previous Close: |
0.420 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.44% |
1 Month |
|
|
+7.69% |
3 Months |
|
|
+5.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.410 |
1M High / 1M Low: |
0.530 |
0.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.420 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.436 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |