UniCredit Put 15 VBK 18.09.2024
/ DE000HD6NPY5
UniCredit Put 15 VBK 18.09.2024/ DE000HD6NPY5 /
| 2024-07-22 7:33:22 PM |
Chg.-0.170 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-21.25% |
0.560
Bid Size: 6,000 |
1.790
Ask Size: 6,000 |
VERBIO SE INH O.N. |
15.00 - |
2024-09-18 |
Put |
Master data
| WKN: |
HD6NPY |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-06-27 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.55 |
| Parity: |
-1.78 |
| Time value: |
1.49 |
| Break-even: |
13.51 |
| Moneyness: |
0.89 |
| Premium: |
0.19 |
| Premium p.a.: |
2.07 |
| Spread abs.: |
0.71 |
| Spread %: |
91.03% |
| Delta: |
-0.31 |
| Theta: |
-0.02 |
| Omega: |
-3.46 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.620 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.55% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.550 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
