UniCredit Put 80 SIX2 19.06.2024
/ DE000HD0LGF0
UniCredit Put 80 SIX2 19.06.2024/ DE000HD0LGF0 /
| 28/05/2024 17:52:41 |
Chg.+0.070 |
Bid18:45:44 |
Ask18:45:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+11.29% |
0.660
Bid Size: 10,000 |
0.680
Ask Size: 10,000 |
SIXT SE ST O.N. |
80.00 - |
19/06/2024 |
Put |
Master data
| WKN: |
HD0LGF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
19/06/2024 |
| Issue date: |
09/11/2023 |
| Last trading day: |
18/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.30 |
| Parity: |
0.34 |
| Time value: |
0.32 |
| Break-even: |
73.50 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.03 |
| Spread %: |
4.84% |
| Delta: |
-0.58 |
| Theta: |
-0.10 |
| Omega: |
-6.78 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.590 |
| High: |
0.710 |
| Low: |
0.590 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+72.50% |
| 1 Month |
|
|
+263.16% |
| 3 Months |
|
|
+130.00% |
| YTD |
|
|
+245.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.400 |
| 1M High / 1M Low: |
0.650 |
0.130 |
| 6M High / 6M Low: |
0.650 |
0.130 |
| High (YTD): |
24/05/2024 |
0.650 |
| Low (YTD): |
03/05/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.411 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.290 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,294.23% |
| Volatility 6M: |
|
557.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
