UniCredit Put 15 VBK 18.12.2024
/ DE000HD7VYK7
UniCredit Put 15 VBK 18.12.2024/ DE000HD7VYK7 /
8/23/2024 9:01:57 PM |
Chg.-0.04 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.00EUR |
-3.85% |
- Bid Size: - |
- Ask Size: - |
VERBIO SE INH O.N. |
15.00 EUR |
12/18/2024 |
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: |
12/18/2024 |
Issue date: |
8/14/2024 |
Last trading day: |
12/17/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-14.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.74 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.74 |
Historic volatility: |
0.55 |
Parity: |
-3.44 |
Time value: |
1.29 |
Break-even: |
13.71 |
Moneyness: |
0.81 |
Premium: |
0.26 |
Premium p.a.: |
1.05 |
Spread abs.: |
0.32 |
Spread %: |
32.99% |
Delta: |
-0.23 |
Theta: |
-0.01 |
Omega: |
-3.31 |
Rho: |
-0.02 |
Quote data
Open: |
1.20 |
High: |
1.20 |
Low: |
1.00 |
Previous Close: |
1.04 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.38% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.05 |
0.74 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.93 |
Avg. volume 1W: |
|
0.00 |
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: |
|
- |