UniCredit Put 20 EVK 19.03.2025
/ DE000HD5BVB8
UniCredit Put 20 EVK 19.03.2025/ DE000HD5BVB8 /
08/07/2024 19:35:17 |
Chg.+0.020 |
Bid09:20:00 |
Ask09:20:00 |
Underlying |
Strike price |
Expiration date |
Option type |
1.680EUR |
+1.20% |
1.700 Bid Size: 25,000 |
1.720 Ask Size: 25,000 |
EVONIK INDUSTRIES NA... |
20.00 - |
19/03/2025 |
Put |
Master data
WKN: |
HD5BVB |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
EVONIK INDUSTRIES NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 - |
Maturity: |
19/03/2025 |
Issue date: |
07/05/2024 |
Last trading day: |
18/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-11.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.30 |
Intrinsic value: |
0.62 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
0.62 |
Time value: |
1.08 |
Break-even: |
18.30 |
Moneyness: |
1.03 |
Premium: |
0.06 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.08 |
Spread %: |
4.94% |
Delta: |
-0.47 |
Theta: |
0.00 |
Omega: |
-5.35 |
Rho: |
-0.08 |
Quote data
Open: |
1.670 |
High: |
1.730 |
Low: |
1.670 |
Previous Close: |
1.660 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-13.85% |
1 Month |
|
|
-24.66% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.950 |
1.630 |
1M High / 1M Low: |
2.350 |
1.630 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.726 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.890 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |