UniCredit Put 15 ENI 14.08.2024
/ DE000HD5SPT6
UniCredit Put 15 ENI 14.08.2024/ DE000HD5SPT6 /
| 2024-06-21 7:25:46 PM |
Chg.+0.160 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
+16.49% |
1.090
Bid Size: 8,000 |
1.130
Ask Size: 8,000 |
ENI S.P.A. |
15.00 - |
2024-08-14 |
Put |
Master data
| WKN: |
HD5SPT |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 - |
| Maturity: |
2024-08-14 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-08-13 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.87 |
| Time value: |
0.15 |
| Break-even: |
13.98 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
4.08% |
| Delta: |
-0.71 |
| Theta: |
0.00 |
| Omega: |
-9.77 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.960 |
| High: |
1.130 |
| Low: |
0.960 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.67% |
| 1 Month |
|
|
+48.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
0.970 |
| 1M High / 1M Low: |
1.500 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.979 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
