UniCredit Put 80 NVSEF 18.06.2025
/ DE000HD1HL76
UniCredit Put 80 NVSEF 18.06.2025/ DE000HD1HL76 /
| 2024-08-01 2:40:06 PM |
Chg.+0.010 |
Bid2:52:15 PM |
Ask2:52:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+7.14% |
0.150
Bid Size: 15,000 |
0.170
Ask Size: 15,000 |
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: |
-64.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-2.28 |
| Time value: |
0.16 |
| Break-even: |
78.40 |
| Moneyness: |
0.78 |
| Premium: |
0.24 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
-0.11 |
| Theta: |
-0.01 |
| Omega: |
-7.13 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
-11.76% |
| 3 Months |
|
|
-58.33% |
| YTD |
|
|
-79.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.140 |
| 1M High / 1M Low: |
0.190 |
0.140 |
| 6M High / 6M Low: |
0.570 |
0.140 |
| High (YTD): |
2024-01-02 |
0.720 |
| Low (YTD): |
2024-07-31 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.161 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.335 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.79% |
| Volatility 6M: |
|
108.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
