UniCredit Put 15 SZG 19.03.2025
/ DE000HD7BG81
UniCredit Put 15 SZG 19.03.2025/ DE000HD7BG81 /
09/10/2024 09:02:53 |
Chg.+0.06 |
Bid10:54:32 |
Ask10:54:32 |
Underlying |
Strike price |
Expiration date |
Option type |
1.81EUR |
+3.43% |
1.88 Bid Size: 30,000 |
1.91 Ask Size: 30,000 |
SALZGITTER AG O.N. |
15.00 EUR |
19/03/2025 |
Put |
Master data
WKN: |
HD7BG8 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
SALZGITTER AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
19/03/2025 |
Issue date: |
25/07/2024 |
Last trading day: |
18/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.51 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.47 |
Historic volatility: |
0.37 |
Parity: |
0.33 |
Time value: |
1.54 |
Break-even: |
13.13 |
Moneyness: |
1.02 |
Premium: |
0.10 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.16 |
Spread %: |
9.36% |
Delta: |
-0.45 |
Theta: |
0.00 |
Omega: |
-3.52 |
Rho: |
-0.04 |
Quote data
Open: |
1.81 |
High: |
1.81 |
Low: |
1.81 |
Previous Close: |
1.75 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+53.39% |
1 Month |
|
|
-10.40% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.75 |
1.18 |
1M High / 1M Low: |
2.07 |
1.04 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.43 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.50 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |