UniCredit Knock-Out PUM/ DE000HD27WB9 /
| 2024-06-14 7:34:51 PM | Chg.-0.120 | Bid9:56:43 PM | Ask9:56:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.500EUR | -7.41% | 1.500 Bid Size: 6,000 |
1.510 Ask Size: 6,000 |
PUMA SE | 30.215 - | 2078-12-31 | Call |
Master data
| Issuer: | UniCredit |
|---|---|
| WKN: | HD27WB |
| Currency: | EUR |
| Underlying: | PUMA SE |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 30.215 - |
| Maturity: | Endless |
| Issue date: | 2024-01-26 |
| Last trading day: | 2078-12-31 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | 2.98 |
| Knock-out: | 31.30 |
| Knock-out violated on: | - |
| Distance to knock-out: | 13.76 |
| Distance to knock-out %: | 30.54% |
| Distance to strike price: | 14.845 |
| Distance to strike price %: | 32.95% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.01 |
| Spread %: | 0.67% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.630 |
|---|---|
| High: | 1.630 |
| Low: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -13.79% | ||
|---|---|---|---|
| 1 Month | -27.88% | ||
| 3 Months | +29.31% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.710 | 1.500 |
|---|---|---|
| 1M High / 1M Low: | 2.080 | 1.500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.634 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.778 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 53.11% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
