UniCredit Put 20 EVK 18.09.2024
/ DE000HD4JS58
UniCredit Put 20 EVK 18.09.2024/ DE000HD4JS58 /
| 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: |
|
- |
