UniCredit Put 500 NOC 15.01.2025
/ DE000HD83143
UniCredit Put 500 NOC 15.01.2025/ DE000HD83143 /
8/30/2024 7:31:07 PM |
Chg.-0.010 |
Bid7:39:30 PM |
Ask7:39:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
-7.14% |
0.130 Bid Size: 70,000 |
0.140 Ask Size: 70,000 |
Northrop Grumman Cor... |
500.00 USD |
1/15/2025 |
Put |
Master data
WKN: |
HD8314 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Northrop Grumman Corp Holding Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
500.00 USD |
Maturity: |
1/15/2025 |
Issue date: |
8/20/2024 |
Last trading day: |
1/14/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-33.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.19 |
Parity: |
-0.21 |
Time value: |
0.14 |
Break-even: |
438.60 |
Moneyness: |
0.96 |
Premium: |
0.07 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
7.69% |
Delta: |
-0.31 |
Theta: |
-0.07 |
Omega: |
-10.48 |
Rho: |
-0.60 |
Quote data
Open: |
0.130 |
High: |
0.150 |
Low: |
0.130 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-27.78% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.130 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.150 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |