UniCredit Put 80 NVSEF 18.06.2025
/ DE000HD1HL76
UniCredit Put 80 NVSEF 18.06.2025/ DE000HD1HL76 /
| 2024-12-20 7:31:51 PM |
Chg.+0.010 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+3.70% |
0.280
Bid Size: 20,000 |
0.310
Ask Size: 20,000 |
Novartis AG |
80.00 - |
2025-06-18 |
Put |
Master data
| WKN: |
HD1HL7 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Novartis AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
2025-06-18 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2025-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
-1.31 |
| Time value: |
0.31 |
| Break-even: |
76.90 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.03 |
| Spread %: |
10.71% |
| Delta: |
-0.21 |
| Theta: |
-0.02 |
| Omega: |
-6.38 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.300 |
| High: |
0.320 |
| Low: |
0.280 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.00% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+115.38% |
| YTD |
|
|
-62.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.220 |
| 1M High / 1M Low: |
0.280 |
0.140 |
| 6M High / 6M Low: |
0.280 |
0.100 |
| High (YTD): |
2024-01-02 |
0.710 |
| Low (YTD): |
2024-10-18 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.208 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.163 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.31% |
| Volatility 6M: |
|
159.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
