UniCredit Put 15 1U1 18.12.2024
/ DE000HD4D1V0
UniCredit Put 15 1U1 18.12.2024/ DE000HD4D1V0 /
11/10/2024 16:39:54 |
Chg.-0.060 |
Bid11/10/2024 |
Ask11/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.980EUR |
-2.94% |
1.980 Bid Size: 40,000 |
2.010 Ask Size: 40,000 |
1+1 AG INH O.N. |
15.00 - |
18/12/2024 |
Put |
Master data
WKN: |
HD4D1V |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
1+1 AG INH O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 - |
Maturity: |
18/12/2024 |
Issue date: |
04/04/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.47 |
Intrinsic value: |
1.30 |
Implied volatility: |
0.60 |
Historic volatility: |
0.29 |
Parity: |
1.30 |
Time value: |
0.85 |
Break-even: |
12.85 |
Moneyness: |
1.09 |
Premium: |
0.06 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.14 |
Spread %: |
6.97% |
Delta: |
-0.58 |
Theta: |
-0.01 |
Omega: |
-3.69 |
Rho: |
-0.02 |
Quote data
Open: |
2.060 |
High: |
2.080 |
Low: |
1.960 |
Previous Close: |
2.040 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.26% |
1 Month |
|
|
-19.51% |
3 Months |
|
|
+62.30% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.090 |
1.940 |
1M High / 1M Low: |
2.540 |
1.940 |
6M High / 6M Low: |
3.050 |
0.950 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.018 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.222 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.740 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.58% |
Volatility 6M: |
|
147.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |