UniCredit Put 18 VBK 18.09.2024
/ DE000HD87D43
UniCredit Put 18 VBK 18.09.2024/ DE000HD87D43 /
| 23/08/2024 19:37:12 |
Chg.-0.230 |
Bid21:59:30 |
Ask21:59:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-23.23% |
0.740
Bid Size: 5,000 |
1.060
Ask Size: 5,000 |
VERBIO SE INH O.N. |
18.00 EUR |
18/09/2024 |
Put |
Master data
| WKN: |
HD87D4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18.00 EUR |
| Maturity: |
18/09/2024 |
| Issue date: |
22/08/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.55 |
| Parity: |
-0.44 |
| Time value: |
1.06 |
| Break-even: |
16.94 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
2.13 |
| Spread abs.: |
0.32 |
| Spread %: |
43.24% |
| Delta: |
-0.41 |
| Theta: |
-0.02 |
| Omega: |
-7.06 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.070 |
| High: |
1.070 |
| Low: |
0.760 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| 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: |
|
- |
