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: |
|
- |
