UC WAR. PUT 12/24 ENI/ DE000HD13FH1 /
| 18/10/2024 21:46:52 | Chg.+0.0300 | Bid21:59:37 | Ask21:59:37 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2200EUR | +2.52% | 1.1900 Bid Size: 8,000 |
1.2300 Ask Size: 8,000 |
ENI S.P.A. | 15.00 - | 18/12/2024 | Put |
Master data
| WKN: | HD13FH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 15.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 05/12/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -11.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.95 |
|---|---|
| Intrinsic value: | 0.90 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.18 |
| Parity: | 0.90 |
| Time value: | 0.33 |
| Break-even: | 13.77 |
| Moneyness: | 1.06 |
| Premium: | 0.02 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.04 |
| Spread %: | 3.36% |
| Delta: | -0.64 |
| Theta: | 0.00 |
| Omega: | -7.39 |
| Rho: | -0.02 |
Quote data
| Open: | 1.1500 |
|---|---|
| High: | 1.2200 |
| Low: | 1.1500 |
| Previous Close: | 1.1900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.93% | ||
|---|---|---|---|
| 1 Month | +8.93% | ||
| 3 Months | -13.48% | ||
| YTD | +1.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3400 | 1.0400 |
|---|---|---|
| 1M High / 1M Low: | 1.6100 | 1.0000 |
| 6M High / 6M Low: | 1.8900 | 0.9200 |
| High (YTD): | 14/06/2024 | 1.8900 |
| Low (YTD): | 02/09/2024 | 0.9200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2409 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2695 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 183.13% | |
| Volatility 6M: | 141.37% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
