UniCredit Knock-Out Brembo N.V.
/ DE000HD0E3L0
UniCredit Knock-Out Brembo N.V./ DE000HD0E3L0 /
| 8/7/2024 9:47:55 AM |
Chg.-0.03 |
Bid1:22:17 PM |
Ask1:22:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
-1.58% |
1.93
Bid Size: 20,000 |
1.94
Ask Size: 20,000 |
BREMBO |
8.0215 EUR |
12/31/2078 |
Call |
Master data
| Issuer: |
UniCredit |
| WKN: |
HD0E3L |
| Currency: |
EUR |
| Underlying: |
BREMBO |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
8.0215 EUR |
| Maturity: |
Endless |
| Issue date: |
11/1/2023 |
| Last trading day: |
12/31/2078 |
| Ratio: |
1:1 |
| Exercise type: |
Bermuda |
| Quanto: |
- |
| Gearing: |
5.13 |
| Knock-out: |
8.0215 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
1.6282 |
| Distance to knock-out %: |
16.88% |
| Distance to strike price: |
1.6282 |
| Distance to strike price %: |
16.88% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.02 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.06 |
| Spread %: |
3.28% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.87 |
| High: |
1.87 |
| Low: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.98% |
| 1 Month |
|
|
-26.67% |
| 3 Months |
|
|
-53.60% |
| YTD |
|
|
-44.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.46 |
1.86 |
| 1M High / 1M Low: |
2.94 |
1.86 |
| 6M High / 6M Low: |
4.24 |
1.86 |
| High (YTD): |
4/24/2024 |
4.24 |
| Low (YTD): |
8/5/2024 |
1.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.44% |
| Volatility 6M: |
|
83.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
