UniCredit Put 60 AZ2 18.09.2024
/ DE000HD67XE7
UniCredit Put 60 AZ2 18.09.2024/ DE000HD67XE7 /
| 2024-07-31 6:24:17 PM |
Chg.-0.030 |
Bid6:42:20 PM |
Ask6:42:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-11.54% |
0.230
Bid Size: 25,000 |
0.250
Ask Size: 25,000 |
ANDRITZ AG |
60.00 - |
2024-09-18 |
Put |
Master data
| WKN: |
HD67XE |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-06-10 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-20.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.13 |
| Time value: |
0.16 |
| Break-even: |
57.20 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
16.67% |
| Delta: |
-0.55 |
| Theta: |
-0.02 |
| Omega: |
-11.49 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.240 |
| High: |
0.260 |
| Low: |
0.220 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-39.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.260 |
| 1M High / 1M Low: |
0.530 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.435 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
