UniCredit Put 250 DAP 15.01.2025
/ DE000HD5HZ27
UniCredit Put 250 DAP 15.01.2025/ DE000HD5HZ27 /
2024-09-11 8:28:15 PM |
Chg.+0.050 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
+8.20% |
- Bid Size: - |
- Ask Size: - |
DANAHER CORP. D... |
250.00 - |
2025-01-15 |
Put |
Master data
WKN: |
HD5HZ2 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
DANAHER CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 - |
Maturity: |
2025-01-15 |
Issue date: |
2024-05-13 |
Last trading day: |
2025-01-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-40.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.08 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.13 |
Historic volatility: |
0.21 |
Parity: |
0.07 |
Time value: |
0.55 |
Break-even: |
243.80 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
3.33% |
Delta: |
-0.44 |
Theta: |
-0.02 |
Omega: |
-17.51 |
Rho: |
-0.40 |
Quote data
Open: |
0.550 |
High: |
0.720 |
Low: |
0.550 |
Previous Close: |
0.610 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.26% |
1 Month |
|
|
-25.84% |
3 Months |
|
|
-37.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.610 |
1M High / 1M Low: |
0.900 |
0.610 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.750 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.740 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
141.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |