UC WAR. PUT 12/25 ENI/ DE000HD5SPU4 /
2024-08-28 9:45:40 PM | Chg.+0.0200 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.9100EUR | +1.06% | 1.8100 Bid Size: 10,000 |
1.9900 Ask Size: 10,000 |
ENI S.P.A. | 15.00 - | 2025-12-17 | Put |
Master data
WKN: | HD5SPU |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENI S.P.A. |
Type: | Warrant |
Option type: | Put |
Strike price: | 15.00 - |
Maturity: | 2025-12-17 |
Issue date: | 2024-05-22 |
Last trading day: | 2025-12-16 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -7.62 |
Leverage: | Yes |
Calculated values
Fair value: | 0.96 |
---|---|
Intrinsic value: | 0.30 |
Implied volatility: | 0.32 |
Historic volatility: | 0.17 |
Parity: | 0.30 |
Time value: | 1.63 |
Break-even: | 13.07 |
Moneyness: | 1.02 |
Premium: | 0.11 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.04 |
Spread %: | 2.12% |
Delta: | -0.40 |
Theta: | 0.00 |
Omega: | -3.04 |
Rho: | -0.10 |
Quote data
Open: | 1.8600 |
---|---|
High: | 1.9200 |
Low: | 1.8600 |
Previous Close: | 1.8900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -6.83% | ||
---|---|---|---|
1 Month | -1.55% | ||
3 Months | -2.05% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.0700 | 1.8400 |
---|---|---|
1M High / 1M Low: | 2.4500 | 1.8200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.9600 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.0450 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 84.35% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |