UniCredit Put 15 RAW 18.12.2024
/ DE000HD0TUY5
UniCredit Put 15 RAW 18.12.2024/ DE000HD0TUY5 /
10/09/2024 10:20:57 |
Chg.-0.040 |
Bid11:09:35 |
Ask11:09:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
-6.25% |
0.640 Bid Size: 15,000 |
0.660 Ask Size: 15,000 |
RAIFFEISEN BK INTL I... |
15.00 - |
18/12/2024 |
Put |
Master data
WKN: |
HD0TUY |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
RAIFFEISEN BK INTL INH. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 - |
Maturity: |
18/12/2024 |
Issue date: |
20/11/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-23.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.30 |
Parity: |
-1.97 |
Time value: |
0.72 |
Break-even: |
14.28 |
Moneyness: |
0.88 |
Premium: |
0.16 |
Premium p.a.: |
0.72 |
Spread abs.: |
0.10 |
Spread %: |
16.13% |
Delta: |
-0.25 |
Theta: |
-0.01 |
Omega: |
-5.97 |
Rho: |
-0.01 |
Quote data
Open: |
0.600 |
High: |
0.600 |
Low: |
0.600 |
Previous Close: |
0.640 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+39.53% |
1 Month |
|
|
-24.05% |
3 Months |
|
|
-36.84% |
YTD |
|
|
-40.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.360 |
1M High / 1M Low: |
0.710 |
0.330 |
6M High / 6M Low: |
1.360 |
0.330 |
High (YTD): |
22/03/2024 |
1.360 |
Low (YTD): |
02/09/2024 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.453 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.496 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.859 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
321.78% |
Volatility 6M: |
|
210.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |