UniCredit Put 450 ZFSVF 18.12.2024
/ DE000HD62HA9
UniCredit Put 450 ZFSVF 18.12.202.../ DE000HD62HA9 /
14/08/2024 19:38:27 |
Chg.-0.280 |
Bid21:59:40 |
Ask21:59:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
-23.93% |
0.850 Bid Size: 4,000 |
0.950 Ask Size: 4,000 |
Zurich Insurance Gro... |
450.00 - |
18/12/2024 |
Put |
Master data
WKN: |
HD62HA |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Zurich Insurance Group Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
450.00 - |
Maturity: |
18/12/2024 |
Issue date: |
03/06/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-40.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.15 |
Parity: |
-3.59 |
Time value: |
1.19 |
Break-even: |
438.10 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.10 |
Spread %: |
9.17% |
Delta: |
-0.25 |
Theta: |
-0.08 |
Omega: |
-10.28 |
Rho: |
-0.46 |
Quote data
Open: |
1.070 |
High: |
1.090 |
Low: |
0.890 |
Previous Close: |
1.170 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-45.40% |
1 Month |
|
|
+5.95% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.630 |
1.170 |
1M High / 1M Low: |
2.070 |
0.790 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.398 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.145 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
297.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |