UC WAR. PUT 12/24 ENI/ DE000HD13FH1 /
| 2024-11-08 11:45:42 AM | Chg.+0.0700 | Bid1:20:09 PM | Ask11:54:16 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2200EUR | +6.09% | 1.2200 Bid Size: 50,000 |
- Ask Size: 50,000 |
ENI S.P.A. | 15.00 - | 2024-12-18 | Put |
Master data
| WKN: | HD13FH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 15.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-12-05 |
| Last trading day: | 2024-11-08 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -11.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.07 |
|---|---|
| Intrinsic value: | 1.07 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.17 |
| Parity: | 1.07 |
| Time value: | 0.16 |
| Break-even: | 13.77 |
| Moneyness: | 1.08 |
| Premium: | 0.01 |
| Premium p.a.: | 0.11 |
| Spread abs.: | -0.02 |
| Spread %: | -1.60% |
| Delta: | -0.74 |
| Theta: | 0.00 |
| Omega: | -8.39 |
| Rho: | -0.01 |
Quote data
| Open: | 1.1200 |
|---|---|
| High: | 1.2200 |
| Low: | 1.1200 |
| Previous Close: | 1.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.17% | ||
|---|---|---|---|
| 1 Month | +9.91% | ||
| 3 Months | -6.87% | ||
| YTD | +1.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2400 | 1.1500 |
|---|---|---|
| 1M High / 1M Low: | 1.3400 | 0.9500 |
| 6M High / 6M Low: | 1.8900 | 0.9200 |
| High (YTD): | 2024-06-14 | 1.8900 |
| Low (YTD): | 2024-09-02 | 0.9200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1700 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2733 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 153.17% | |
| Volatility 6M: | 144.44% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
