UniCredit Knock-Out IES/ DE000HD4Y9Z9 /
| 2024-10-31 7:30:33 PM | Chg.+0.009 | Bid8:00:31 PM | Ask3:21:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.100EUR | +9.89% | - Bid Size: - |
- Ask Size: - |
INTESA SANPAOLO | 4.0404 EUR | 2078-12-31 | Put |
Master data
| Issuer: | UniCredit |
|---|---|
| WKN: | HD4Y9Z |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 4.0404 EUR |
| Maturity: | Endless |
| Issue date: | 2024-04-23 |
| Last trading day: | 2078-12-31 |
| Ratio: | 1:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | -224.88 |
| Knock-out: | 4.0404 |
| Knock-out violated on: | - |
| Distance to knock-out: | - |
| Distance to knock-out %: | - |
| Distance to strike price: | -0.2234 |
| Distance to strike price %: | -5.85% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | -0.05 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.02 |
| Spread %: | 1,600.00% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.110 |
|---|---|
| High: | 0.130 |
| Low: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -16.67% | ||
| 3 Months | -80.39% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.170 | 0.042 |
| 6M High / 6M Low: | 0.730 | 0.042 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.107 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.387 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 744.29% | |
| Volatility 6M: | 305.77% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
