UniCredit Put 15 ENI 18.12.2024
/ DE000HD13FH1
UniCredit Put 15 ENI 18.12.2024/ DE000HD13FH1 /
| 2024-09-23 1:49:34 PM |
Chg.+0.12 |
Bid3:01:18 PM |
Ask3:01:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
+10.26% |
1.27
Bid Size: 60,000 |
1.28
Ask Size: 60,000 |
ENI S.P.A. |
15.00 - |
2024-12-18 |
Put |
Master data
| WKN: |
HD13FH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
0.72 |
| Time value: |
0.47 |
| Break-even: |
13.81 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
3.48% |
| Delta: |
-0.58 |
| Theta: |
0.00 |
| Omega: |
-6.97 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.23 |
| High: |
1.29 |
| Low: |
1.23 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.01% |
| 1 Month |
|
|
+25.24% |
| 3 Months |
|
|
-17.31% |
| YTD |
|
|
+8.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.10 |
| 1M High / 1M Low: |
1.71 |
0.89 |
| 6M High / 6M Low: |
1.88 |
0.89 |
| High (YTD): |
2024-06-14 |
1.88 |
| Low (YTD): |
2024-09-02 |
0.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.23 |
| Avg. volume 6M: |
|
94.49 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.46% |
| Volatility 6M: |
|
134.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
