UniCredit Put 80 BNR 19.06.2024
/ DE000HD19VK9
UniCredit Put 80 BNR 19.06.2024/ DE000HD19VK9 /
| 2024-05-23 12:13:02 PM |
Chg.+0.02 |
Bid1:02:06 PM |
Ask1:02:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
+1.47% |
1.38
Bid Size: 50,000 |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
80.00 - |
2024-06-19 |
Put |
Master data
| WKN: |
HD19VK |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.19 |
| Parity: |
1.22 |
| Time value: |
0.14 |
| Break-even: |
66.40 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.03 |
| Spread %: |
2.26% |
| Delta: |
-0.77 |
| Theta: |
-0.07 |
| Omega: |
-3.83 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.33 |
| High: |
1.38 |
| Low: |
1.33 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.97% |
| 1 Month |
|
|
+109.09% |
| 3 Months |
|
|
+375.86% |
| YTD |
|
|
+263.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.16 |
| 1M High / 1M Low: |
1.36 |
0.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-22 |
1.36 |
| Low (YTD): |
2024-03-01 |
0.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
419.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
