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: | - |
