UniCredit Put 200 DB1 18.12.2024
/ DE000HD4N160
UniCredit Put 200 DB1 18.12.2024/ DE000HD4N160 /
30/08/2024 13:46:31 |
Chg.-0.06 |
Bid14:19:03 |
Ask14:19:03 |
Underlying |
Strike price |
Expiration date |
Option type |
4.43EUR |
-1.34% |
4.42 Bid Size: 12,000 |
4.46 Ask Size: 12,000 |
DEUTSCHE BOERSE NA O... |
200.00 - |
18/12/2024 |
Put |
Master data
WKN: |
HD4N16 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
DEUTSCHE BOERSE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 - |
Maturity: |
18/12/2024 |
Issue date: |
15/04/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-43.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.42 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.15 |
Parity: |
-3.00 |
Time value: |
4.64 |
Break-even: |
195.36 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.16 |
Spread %: |
3.57% |
Delta: |
-0.37 |
Theta: |
-0.02 |
Omega: |
-16.04 |
Rho: |
-0.24 |
Quote data
Open: |
4.62 |
High: |
4.62 |
Low: |
4.43 |
Previous Close: |
4.49 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-24.66% |
1 Month |
|
|
-49.66% |
3 Months |
|
|
-62.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.89 |
4.49 |
1M High / 1M Low: |
12.26 |
4.49 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.29 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.31 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |