UniCredit Put 50 CIS 18.09.2024
/ DE000HD03NL8
UniCredit Put 50 CIS 18.09.2024/ DE000HD03NL8 /
| 2024-08-13 1:11:55 PM |
Chg.+0.030 |
Bid9:23:18 PM |
Ask2024-08-13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+6.52% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
50.00 - |
2024-09-18 |
Put |
Master data
| WKN: |
HD03NL |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-08-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.18 |
| Parity: |
0.43 |
| Time value: |
0.06 |
| Break-even: |
45.10 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.05 |
| Spread %: |
11.36% |
| Delta: |
-0.75 |
| Theta: |
-0.04 |
| Omega: |
-7.04 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.480 |
| High: |
0.490 |
| Low: |
0.480 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+28.95% |
| 3 Months |
|
|
+19.51% |
| YTD |
|
|
+58.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.490 |
0.380 |
| 6M High / 6M Low: |
0.490 |
0.230 |
| High (YTD): |
2024-08-13 |
0.490 |
| Low (YTD): |
2024-01-26 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.438 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.336 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.14% |
| Volatility 6M: |
|
157.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
