UniCredit Put 12.5 EOAN 19.06.2024
/ DE000HD4N2Y0
UniCredit Put 12.5 EOAN 19.06.202.../ DE000HD4N2Y0 /
| 2024-05-21 10:02:17 AM |
Chg.+0.030 |
Bid10:30:13 AM |
Ask10:30:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+17.65% |
0.200
Bid Size: 200,000 |
0.210
Ask Size: 200,000 |
E.ON SE NA O.N. |
12.50 - |
2024-06-19 |
Put |
Master data
| WKN: |
HD4N2Y |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
E.ON SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.50 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-66.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-0.17 |
| Time value: |
0.19 |
| Break-even: |
12.31 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
11.76% |
| Delta: |
-0.37 |
| Theta: |
0.00 |
| Omega: |
-24.91 |
| Rho: |
0.00 |
Quote data
| Open: |
0.190 |
| High: |
0.200 |
| Low: |
0.190 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.100 |
| 1M High / 1M Low: |
0.470 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.321 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
