UniCredit Put 25 BMT 18.09.2024
/ DE000HD101H0
UniCredit Put 25 BMT 18.09.2024/ DE000HD101H0 /
| 2024-06-17 6:15:17 PM |
Chg.-0.15 |
Bid6:19:49 PM |
Ask6:19:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
-6.88% |
2.03
Bid Size: 4,000 |
2.08
Ask Size: 4,000 |
BRIT.AMER.TOBACCO L... |
25.00 - |
2024-09-18 |
Put |
Master data
| WKN: |
HD101H |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BRIT.AMER.TOBACCO LS-,25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.19 |
| Parity: |
-3.57 |
| Time value: |
2.25 |
| Break-even: |
22.75 |
| Moneyness: |
0.88 |
| Premium: |
0.20 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.10 |
| Spread %: |
4.65% |
| Delta: |
-0.28 |
| Theta: |
-0.02 |
| Omega: |
-3.60 |
| Rho: |
-0.03 |
Quote data
| Open: |
2.13 |
| High: |
2.13 |
| Low: |
2.03 |
| Previous Close: |
2.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.98% |
| 1 Month |
|
|
+29.30% |
| 3 Months |
|
|
-36.56% |
| YTD |
|
|
-42.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.32 |
2.05 |
| 1M High / 1M Low: |
2.51 |
1.57 |
| 6M High / 6M Low: |
3.76 |
1.57 |
| High (YTD): |
2024-03-08 |
3.76 |
| Low (YTD): |
2024-05-17 |
1.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.76 |
| Avg. volume 6M: |
|
32.26 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.10% |
| Volatility 6M: |
|
112.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
