UniCredit Put 4 IES 17.12.2025/  DE000HD5DB78  /

EUWAX
2024-10-31  8:19:48 PM Chg.0.000 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.600EUR 0.00% -
Bid Size: -
-
Ask Size: -
INTESA SANPAOLO 4.00 - 2025-12-17 Put
 

Master data

WKN: HD5DB7
Issuer: UniCredit
Currency: EUR
Underlying: INTESA SANPAOLO
Type: Warrant
Option type: Put
Strike price: 4.00 -
Maturity: 2025-12-17
Issue date: 2024-05-08
Last trading day: 2025-12-16
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -6.47
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.06
Implied volatility: 0.40
Historic volatility: 0.21
Parity: 0.06
Time value: 0.55
Break-even: 3.39
Moneyness: 1.01
Premium: 0.14
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.67%
Delta: -0.40
Theta: 0.00
Omega: -2.57
Rho: -0.02
 

Quote data

Open: 0.600
High: 0.630
Low: 0.600
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -9.09%
3 Months
  -11.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.590
1M High / 1M Low: 0.770 0.570
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.618
Avg. volume 1W:   0.000
Avg. price 1M:   0.641
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -