UC WAR. PUT 12/24 ENI/ DE000HD13FH1 /
| 9/18/2024 3:46:38 PM | Chg.0.0000 | Bid3:52:11 PM | Ask3:52:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2800EUR | 0.00% | 1.2700 Bid Size: 60,000 |
1.2800 Ask Size: 60,000 |
ENI S.P.A. | 15.00 - | 12/18/2024 | Put |
Master data
| WKN: | HD13FH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 15.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 12/5/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -11.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.90 |
|---|---|
| Intrinsic value: | 0.78 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.17 |
| Parity: | 0.78 |
| Time value: | 0.49 |
| Break-even: | 13.73 |
| Moneyness: | 1.05 |
| Premium: | 0.03 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.04 |
| Spread %: | 3.25% |
| Delta: | -0.58 |
| Theta: | 0.00 |
| Omega: | -6.52 |
| Rho: | -0.02 |
Quote data
| Open: | 1.2700 |
|---|---|
| High: | 1.3300 |
| Low: | 1.2700 |
| Previous Close: | 1.2800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.58% | ||
|---|---|---|---|
| 1 Month | +11.30% | ||
| 3 Months | -24.26% | ||
| YTD | +6.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7200 | 1.2800 |
|---|---|---|
| 1M High / 1M Low: | 1.7200 | 0.9200 |
| 6M High / 6M Low: | 1.8900 | 0.9200 |
| High (YTD): | 6/14/2024 | 1.8900 |
| Low (YTD): | 9/2/2024 | 0.9200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2423 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2579 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 168.39% | |
| Volatility 6M: | 127.96% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
