UniCredit Put 300 AMG 18.12.2024
/ DE000HD1H7E2
UniCredit Put 300 AMG 18.12.2024/ DE000HD1H7E2 /
| 2024-06-20 8:31:56 AM |
Chg.-0.030 |
Bid2024-06-20 |
Ask2024-06-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.660EUR |
-1.78% |
1.660
Bid Size: 3,000 |
1.740
Ask Size: 3,000 |
AMGEN INC. DL-... |
300.00 - |
2024-12-18 |
Put |
Master data
| WKN: |
HD1H7E |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.22 |
| Parity: |
1.51 |
| Time value: |
0.23 |
| Break-even: |
282.60 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
1.16% |
| Delta: |
-0.61 |
| Theta: |
-0.01 |
| Omega: |
-9.95 |
| Rho: |
-0.95 |
Quote data
| Open: |
1.660 |
| High: |
1.660 |
| Low: |
1.660 |
| Previous Close: |
1.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.58% |
| 1 Month |
|
|
+6.41% |
| 3 Months |
|
|
-52.02% |
| YTD |
|
|
-41.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.990 |
1.690 |
| 1M High / 1M Low: |
2.170 |
1.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-18 |
4.220 |
| Low (YTD): |
2024-05-15 |
1.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.805 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
