UniCredit Knock-Out AG1/ DE000HD5F6J1 /
| 24/06/2024 15:03:57 | Chg.+0.08 | Bid16:31:40 | Ask16:31:40 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.11EUR | +3.94% | 2.02 Bid Size: 12,000 |
2.03 Ask Size: 12,000 |
AUTO1 GROUP SE INH ... | 7.998 - | 31/12/2078 | Put |
Master data
| Issuer: | UniCredit |
|---|---|
| WKN: | HD5F6J |
| Currency: | EUR |
| Underlying: | AUTO1 GROUP SE INH O.N. |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 7.998 - |
| Maturity: | Endless |
| Issue date: | 09/05/2024 |
| Last trading day: | 31/12/2078 |
| Ratio: | 1:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | -2.85 |
| Knock-out: | 7.80 |
| Knock-out violated on: | - |
| Distance to knock-out: | -1.85 |
| Distance to knock-out %: | -31.09% |
| Distance to strike price: | -2.048 |
| Distance to strike price %: | -34.42% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.08 |
| Spread %: | 3.98% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.11 |
|---|---|
| High: | 2.11 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +32.70% | ||
|---|---|---|---|
| 1 Month | +57.46% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.03 | 1.59 |
|---|---|---|
| 1M High / 1M Low: | 2.03 | 0.88 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.86 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 1.29 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 239.32% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
