UniCredit Put 30 VAS 18.09.2024
/ DE000HD1EGK3
UniCredit Put 30 VAS 18.09.2024/ DE000HD1EGK3 /
| 2024-06-21 1:19:58 PM |
Chg.-0.020 |
Bid9:59:15 PM |
Ask2024-06-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.180EUR |
-0.38% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
30.00 - |
2024-09-18 |
Put |
Master data
| WKN: |
HD1EGK |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.22 |
| Intrinsic value: |
4.22 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.24 |
| Parity: |
4.22 |
| Time value: |
1.01 |
| Break-even: |
24.77 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.38% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-3.31 |
| Rho: |
-0.05 |
Quote data
| Open: |
5.120 |
| High: |
5.180 |
| Low: |
5.090 |
| Previous Close: |
5.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.45% |
| 3 Months |
|
|
+15.88% |
| YTD |
|
|
+26.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.790 |
4.550 |
| 6M High / 6M Low: |
6.400 |
4.090 |
| High (YTD): |
2024-03-06 |
6.400 |
| Low (YTD): |
2024-01-02 |
4.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.108 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.66% |
| Volatility 6M: |
|
90.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
