UniCredit Put 200 RHHVF 18.12.2024
/ DE000HD31CP3
UniCredit Put 200 RHHVF 18.12.202.../ DE000HD31CP3 /
6/28/2024 7:29:38 PM |
Chg.+0.010 |
Bid9:00:29 PM |
Ask9:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
+5.88% |
0.180 Bid Size: 10,000 |
0.230 Ask Size: 10,000 |
Roche Holding Ltd |
200.00 - |
12/18/2024 |
Put |
Master data
WKN: |
HD31CP |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Roche Holding Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 - |
Maturity: |
12/18/2024 |
Issue date: |
2/26/2024 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-112.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.22 |
Parity: |
-5.93 |
Time value: |
0.23 |
Break-even: |
197.70 |
Moneyness: |
0.77 |
Premium: |
0.24 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.08 |
Spread %: |
53.33% |
Delta: |
-0.08 |
Theta: |
-0.02 |
Omega: |
-9.28 |
Rho: |
-0.11 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.180 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-53.85% |
3 Months |
|
|
-58.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.160 |
1M High / 1M Low: |
0.390 |
0.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.176 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.253 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
138.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |