UniCredit Put 40 PAH3 18.09.2024
/ DE000HD078T5
UniCredit Put 40 PAH3 18.09.2024/ DE000HD078T5 /
| 2024-07-22 7:40:39 PM |
Chg.-0.050 |
Bid9:59:06 PM |
Ask9:59:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-8.77% |
0.480
Bid Size: 8,000 |
0.570
Ask Size: 8,000 |
PORSCHE AUTOM.HLDG V... |
40.00 - |
2024-09-18 |
Put |
Master data
| WKN: |
HD078T |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-26 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-66.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
-2.53 |
| Time value: |
0.64 |
| Break-even: |
39.36 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.06 |
| Spread %: |
10.34% |
| Delta: |
-0.24 |
| Theta: |
-0.01 |
| Omega: |
-15.87 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.540 |
| High: |
0.550 |
| Low: |
0.520 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.77% |
| 1 Month |
|
|
-38.82% |
| 3 Months |
|
|
-23.53% |
| YTD |
|
|
-56.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.460 |
| 1M High / 1M Low: |
0.920 |
0.460 |
| 6M High / 6M Low: |
1.460 |
0.230 |
| High (YTD): |
2024-01-19 |
1.480 |
| Low (YTD): |
2024-05-28 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.731 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.77% |
| Volatility 6M: |
|
217.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
