UniCredit Put 300 ALV 15.01.2025
/ DE000HD9SEV8
UniCredit Put 300 ALV 15.01.2025/ DE000HD9SEV8 /
| 2024-12-20 7:37:29 PM |
Chg.+0.030 |
Bid9:59:13 PM |
Ask9:59:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+4.69% |
0.710
Bid Size: 6,000 |
0.760
Ask Size: 6,000 |
ALLIANZ SE NA O.N. |
300.00 EUR |
2025-01-15 |
Put |
Master data
| WKN: |
HD9SEV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 EUR |
| Maturity: |
2025-01-15 |
| Issue date: |
2024-10-23 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-39.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.15 |
| Parity: |
0.54 |
| Time value: |
0.21 |
| Break-even: |
292.50 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
7.14% |
| Delta: |
-0.65 |
| Theta: |
-0.07 |
| Omega: |
-25.60 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.650 |
| High: |
0.990 |
| Low: |
0.650 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+71.79% |
| 1 Month |
|
|
-41.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.470 |
| 1M High / 1M Low: |
1.370 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.759 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
