UniCredit Put 400 Orsted A/S 18.12.2024
/ DE000HD3TNM9
UniCredit Put 400 Orsted A/S 18.1.../ DE000HD3TNM9 /
| 06/11/2024 20:07:41 |
Chg.- |
Bid11:01:00 |
Ask11:01:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
- |
0.610
Bid Size: 30,000 |
0.620
Ask Size: 30,000 |
- |
400.00 DKK |
18/12/2024 |
Put |
Master data
| WKN: |
HD3TNM |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 DKK |
| Maturity: |
18/12/2024 |
| Issue date: |
18/03/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.39 |
| Parity: |
0.45 |
| Time value: |
0.15 |
| Break-even: |
47.63 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.04 |
| Spread %: |
7.14% |
| Delta: |
-0.66 |
| Theta: |
-0.03 |
| Omega: |
-5.39 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.470 |
| High: |
0.580 |
| Low: |
0.470 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.37% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+12.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.240 |
| 1M High / 1M Low: |
0.560 |
0.200 |
| 6M High / 6M Low: |
0.790 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.267 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.483 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
494.44% |
| Volatility 6M: |
|
245.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
