UC WAR. PUT 06/26 ENL/ DE000HD6LSM8 /
2024-10-15 9:46:04 PM | Chg.-0.0100 | Bid9:59:02 PM | Ask9:59:02 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1700EUR | -5.56% | 0.1400 Bid Size: 30,000 |
0.2000 Ask Size: 30,000 |
ENEL S.P.A. ... | 5.00 - | 2026-06-17 | Put |
Master data
WKN: | HD6LSM |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENEL S.P.A. EO 1 |
Type: | Warrant |
Option type: | Put |
Strike price: | 5.00 - |
Maturity: | 2026-06-17 |
Issue date: | 2024-06-26 |
Last trading day: | 2026-06-16 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -35.88 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.32 |
Historic volatility: | 0.16 |
Parity: | -2.18 |
Time value: | 0.20 |
Break-even: | 4.80 |
Moneyness: | 0.70 |
Premium: | 0.33 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.06 |
Spread %: | 42.86% |
Delta: | -0.11 |
Theta: | 0.00 |
Omega: | -4.08 |
Rho: | -0.02 |
Quote data
Open: | 0.1400 |
---|---|
High: | 0.1700 |
Low: | 0.1400 |
Previous Close: | 0.1800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -19.05% | ||
---|---|---|---|
1 Month | -10.53% | ||
3 Months | -34.62% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2100 | 0.1800 |
---|---|---|
1M High / 1M Low: | 0.2100 | 0.1800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1920 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1900 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 76.62% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |