UniCredit Put 150 Vestas Wind Sys.../  DE000HD70FU4  /

Frankfurt Zert./HVB
8/9/2024  7:25:13 PM Chg.-0.030 Bid9:59:33 PM Ask9:59:33 PM Underlying Strike price Expiration date Option type
1.960EUR -1.51% 1.900
Bid Size: 2,000
2.090
Ask Size: 2,000
- 150.00 DKK 3/19/2025 Put
 

Master data

WKN: HD70FU
Issuer: UniCredit
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 150.00 DKK
Maturity: 3/19/2025
Issue date: 7/8/2024
Last trading day: 3/18/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -8.22
Leverage: Yes

Calculated values

Fair value: 1.53
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.40
Parity: -2.02
Time value: 2.69
Break-even: 17.41
Moneyness: 0.91
Premium: 0.21
Premium p.a.: 0.37
Spread abs.: 0.76
Spread %: 39.38%
Delta: -0.31
Theta: -0.01
Omega: -2.58
Rho: -0.06
 

Quote data

Open: 1.930
High: 2.030
Low: 1.910
Previous Close: 1.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.51%
1 Month
  -10.50%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.450 1.910
1M High / 1M Low: 2.560 1.830
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.096
Avg. volume 1W:   0.000
Avg. price 1M:   2.155
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -