UniCredit Put 40 EBO 19.03.2025
/ DE000HD43EL3
UniCredit Put 40 EBO 19.03.2025/ DE000HD43EL3 /
9/2/2024 1:15:59 PM |
Chg.-0.006 |
Bid2:07:31 PM |
Ask2:07:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.074EUR |
-7.50% |
0.072 Bid Size: 80,000 |
0.087 Ask Size: 80,000 |
ERSTE GROUP BNK INH.... |
40.00 - |
3/19/2025 |
Put |
Master data
WKN: |
HD43EL |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 - |
Maturity: |
3/19/2025 |
Issue date: |
3/25/2024 |
Last trading day: |
3/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-45.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.20 |
Parity: |
-0.95 |
Time value: |
0.11 |
Break-even: |
38.90 |
Moneyness: |
0.81 |
Premium: |
0.21 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.03 |
Spread %: |
37.50% |
Delta: |
-0.15 |
Theta: |
-0.01 |
Omega: |
-6.72 |
Rho: |
-0.05 |
Quote data
Open: |
0.080 |
High: |
0.080 |
Low: |
0.074 |
Previous Close: |
0.080 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.78% |
1 Month |
|
|
-47.14% |
3 Months |
|
|
-61.05% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.080 |
1M High / 1M Low: |
0.210 |
0.080 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.088 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.125 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
216.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |