UniCredit Knock-Out EDEN/ DE000HD7PUB6 /
| 27/09/2024 19:58:02 | Chg.+0.100 | Bid20:03:49 | Ask20:03:49 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.850EUR | +13.33% | 0.840 Bid Size: 6,000 |
0.870 Ask Size: 6,000 |
Edenred SA | 27.2822 EUR | 31/12/2078 | Call |
Master data
| Issuer: | UniCredit |
|---|---|
| WKN: | HD7PUB |
| Currency: | EUR |
| Underlying: | Edenred SA |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 27.2822 EUR |
| Maturity: | Endless |
| Issue date: | 08/08/2024 |
| Last trading day: | 31/12/2078 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | 4.44 |
| Knock-out: | 27.2822 |
| Knock-out violated on: | - |
| Distance to knock-out: | 7.0178 |
| Distance to knock-out %: | 20.46% |
| Distance to strike price: | 7.0178 |
| Distance to strike price %: | 20.46% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.04 |
| Spread %: | 5.41% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.850 |
|---|---|
| High: | 0.860 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.94% | ||
|---|---|---|---|
| 1 Month | -21.30% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.810 | 0.620 |
|---|---|---|
| 1M High / 1M Low: | 1.100 | 0.620 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.702 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.927 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 146.03% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
