UniCredit Put 15 VBK 18.12.2024
/ DE000HD7VYK7
UniCredit Put 15 VBK 18.12.2024/ DE000HD7VYK7 /
| 04/11/2024 10:19:17 |
Chg.+0.08 |
Bid12:28:52 |
Ask12:28:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.78EUR |
+4.71% |
1.69
Bid Size: 20,000 |
1.76
Ask Size: 20,000 |
VERBIO SE INH O.N. |
15.00 EUR |
18/12/2024 |
Put |
Master data
| WKN: |
HD7VYK |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
18/12/2024 |
| Issue date: |
14/08/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.55 |
| Parity: |
0.99 |
| Time value: |
0.99 |
| Break-even: |
13.02 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.35 |
| Spread %: |
21.47% |
| Delta: |
-0.55 |
| Theta: |
-0.02 |
| Omega: |
-3.89 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.86 |
| High: |
1.86 |
| Low: |
1.78 |
| Previous Close: |
1.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.83% |
| 1 Month |
|
|
+169.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.28 |
| 1M High / 1M Low: |
1.76 |
0.66 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
