UniCredit Put 450 ZFSVF 18.09.2024
/ DE000HD3KF36
UniCredit Put 450 ZFSVF 18.09.202.../ DE000HD3KF36 /
8/14/2024 8:29:27 PM |
Chg.-0.180 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
-45.00% |
- Bid Size: - |
- Ask Size: - |
Zurich Insurance Gro... |
450.00 - |
9/18/2024 |
Put |
Master data
WKN: |
HD3KF3 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Zurich Insurance Group Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
450.00 - |
Maturity: |
9/18/2024 |
Issue date: |
3/11/2024 |
Last trading day: |
9/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-107.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.15 |
Parity: |
-3.59 |
Time value: |
0.45 |
Break-even: |
445.50 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
1.30 |
Spread abs.: |
0.10 |
Spread %: |
28.57% |
Delta: |
-0.18 |
Theta: |
-0.16 |
Omega: |
-19.29 |
Rho: |
-0.09 |
Quote data
Open: |
0.320 |
High: |
0.360 |
Low: |
0.220 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-76.84% |
1 Month |
|
|
-31.25% |
3 Months |
|
|
-84.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.400 |
1M High / 1M Low: |
1.320 |
0.250 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.670 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.508 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
693.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |