UniCredit Put 450 ZFSVF 18.09.2024
/ DE000HD3KF36
UniCredit Put 450 ZFSVF 18.09.202.../ DE000HD3KF36 /
| 7/16/2024 2:37:01 PM |
Chg.+0.090 |
Bid5:31:00 PM |
Ask5:31:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+28.13% |
0.370
Bid Size: 10,000 |
0.420
Ask Size: 10,000 |
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: |
-119.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
-3.84 |
| Time value: |
0.41 |
| Break-even: |
445.90 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.10 |
| Spread %: |
32.26% |
| Delta: |
-0.16 |
| Theta: |
-0.08 |
| Omega: |
-19.30 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.380 |
| High: |
0.410 |
| Low: |
0.380 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.50% |
| 1 Month |
|
|
-46.05% |
| 3 Months |
|
|
-80.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.320 |
| 1M High / 1M Low: |
0.590 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.431 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
