UniCredit Put 3.5 IES 19.06.2024
/ DE000HD5DB37
UniCredit Put 3.5 IES 19.06.2024/ DE000HD5DB37 /
| 2024-05-23 4:31:07 PM |
Chg.-0.004 |
Bid4:38:49 PM |
Ask4:38:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.048EUR |
-7.69% |
0.049
Bid Size: 225,000 |
0.056
Ask Size: 225,000 |
INTESA SANPAOLO |
3.50 - |
2024-06-19 |
Put |
Master data
| WKN: |
HD5DB3 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3.50 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-05-08 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.21 |
| Parity: |
-0.04 |
| Time value: |
0.19 |
| Break-even: |
3.31 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
1.34 |
| Spread abs.: |
0.14 |
| Spread %: |
280.00% |
| Delta: |
-0.43 |
| Theta: |
0.00 |
| Omega: |
-8.07 |
| Rho: |
0.00 |
Quote data
| Open: |
0.052 |
| High: |
0.055 |
| Low: |
0.047 |
| Previous Close: |
0.052 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.73% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.052 |
0.031 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.043 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
