UniCredit Put 20 EVK 18.09.2024/  DE000HD4JS58  /

EUWAX
01/08/2024  13:22:08 Chg.-0.41 Bid14:21:08 Ask14:21:08 Underlying Strike price Expiration date Option type
0.96EUR -29.93% 0.96
Bid Size: 20,000
0.98
Ask Size: 20,000
EVONIK INDUSTRIES NA... 20.00 - 18/09/2024 Put
 

Master data

WKN: HD4JS5
Issuer: UniCredit
Currency: EUR
Underlying: EVONIK INDUSTRIES NA O.N.
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 18/09/2024
Issue date: 11/04/2024
Last trading day: 17/09/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -12.68
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 1.24
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 1.24
Time value: 0.25
Break-even: 18.52
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.09
Spread %: 6.47%
Delta: -0.70
Theta: -0.01
Omega: -8.91
Rho: -0.02
 

Quote data

Open: 1.30
High: 1.30
Low: 0.96
Previous Close: 1.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.20%
1 Month
  -28.89%
3 Months
  -49.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.37 1.25
1M High / 1M Low: 1.46 1.04
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.30
Avg. volume 1W:   0.00
Avg. price 1M:   1.24
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -