UniCredit Put 20 VBK 18.12.2024
/ DE000HD0LGT1
UniCredit Put 20 VBK 18.12.2024/ DE000HD0LGT1 /
| 8/23/2024 7:25:07 PM |
Chg.-0.030 |
Bid9:59:28 PM |
Ask9:59:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-9.38% |
0.290
Bid Size: 15,000 |
0.320
Ask Size: 15,000 |
VERBIO SE INH O.N. |
20.00 - |
12/18/2024 |
Put |
Master data
| WKN: |
HD0LGT |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
11/9/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.55 |
| Parity: |
0.16 |
| Time value: |
0.16 |
| Break-even: |
16.80 |
| Moneyness: |
1.08 |
| Premium: |
0.09 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.03 |
| Spread %: |
10.34% |
| Delta: |
-0.52 |
| Theta: |
-0.01 |
| Omega: |
-3.00 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.290 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.00% |
| 1 Month |
|
|
-14.71% |
| 3 Months |
|
|
-6.45% |
| YTD |
|
|
+31.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.250 |
| 1M High / 1M Low: |
0.540 |
0.250 |
| 6M High / 6M Low: |
0.540 |
0.200 |
| High (YTD): |
8/6/2024 |
0.540 |
| Low (YTD): |
5/31/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.394 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.361 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.84% |
| Volatility 6M: |
|
119.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
