UniCredit Put 60 BNR 18.09.2024
/ DE000HD00YK3
UniCredit Put 60 BNR 18.09.2024/ DE000HD00YK3 /
2024-06-14 5:19:40 PM |
Chg.+0.020 |
Bid2024-06-14 |
Ask2024-06-14 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
+22.22% |
0.110 Bid Size: 125,000 |
0.120 Ask Size: 125,000 |
BRENNTAG SE NA O.N. |
60.00 - |
2024-09-18 |
Put |
Master data
WKN: |
HD00YK |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 - |
Maturity: |
2024-09-18 |
Issue date: |
2023-10-19 |
Last trading day: |
2024-09-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-59.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
-0.54 |
Time value: |
0.11 |
Break-even: |
58.90 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.04 |
Spread %: |
57.14% |
Delta: |
-0.21 |
Theta: |
-0.01 |
Omega: |
-12.62 |
Rho: |
-0.04 |
Quote data
Open: |
0.090 |
High: |
0.120 |
Low: |
0.090 |
Previous Close: |
0.090 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+22.22% |
1 Month |
|
|
+48.65% |
3 Months |
|
|
+175.00% |
YTD |
|
|
+22.22% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.059 |
1M High / 1M Low: |
0.110 |
0.059 |
6M High / 6M Low: |
0.110 |
0.027 |
High (YTD): |
2024-06-04 |
0.110 |
Low (YTD): |
2024-03-20 |
0.027 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.081 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.090 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.070 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
349.76% |
Volatility 6M: |
|
317.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |