UniCredit Put 250 DAP 18.12.2024
/ DE000HD43S98
UniCredit Put 250 DAP 18.12.2024/ DE000HD43S98 /
10/14/2024 2:50:23 PM |
Chg.-0.040 |
Bid3:16:27 PM |
Ask3:16:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
-8.33% |
0.420 Bid Size: 8,000 |
0.530 Ask Size: 8,000 |
DANAHER CORP. D... |
250.00 - |
12/18/2024 |
Put |
Master data
WKN: |
HD43S9 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
DANAHER CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 - |
Maturity: |
12/18/2024 |
Issue date: |
3/25/2024 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-45.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.25 |
Implied volatility: |
0.12 |
Historic volatility: |
0.21 |
Parity: |
0.25 |
Time value: |
0.30 |
Break-even: |
244.50 |
Moneyness: |
1.01 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.10 |
Spread %: |
22.22% |
Delta: |
-0.52 |
Theta: |
-0.03 |
Omega: |
-23.61 |
Rho: |
-0.24 |
Quote data
Open: |
0.390 |
High: |
0.450 |
Low: |
0.390 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-12.00% |
3 Months |
|
|
-68.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.480 |
1M High / 1M Low: |
0.600 |
0.370 |
6M High / 6M Low: |
2.410 |
0.360 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.550 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.474 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.023 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
218.81% |
Volatility 6M: |
|
256.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |