UniCredit Knock-Out IES/ DE000HD50YU7 /
| 28/06/2024 19:29:51 | Chg.-0.010 | Bid21:59:36 | Ask21:59:36 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.580EUR | -1.69% | 0.570 Bid Size: 10,000 |
0.600 Ask Size: 10,000 |
INTESA SANPAOLO | 4.0466 - | 31/12/2078 | Put |
Master data
| Issuer: | UniCredit |
|---|---|
| WKN: | HD50YU |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 4.0466 - |
| Maturity: | Endless |
| Issue date: | 25/04/2024 |
| Last trading day: | 31/12/2078 |
| Ratio: | 1:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | -5.79 |
| Knock-out: | 3.99 |
| Knock-out violated on: | - |
| Distance to knock-out: | -0.535 |
| Distance to knock-out %: | -15.48% |
| Distance to strike price: | -0.5916 |
| Distance to strike price %: | -17.12% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.03 |
| Spread %: | 5.26% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.580 |
|---|---|
| High: | 0.590 |
| Low: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -3.33% | ||
|---|---|---|---|
| 1 Month | +28.89% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.590 | 0.520 |
|---|---|---|
| 1M High / 1M Low: | 0.730 | 0.410 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.550 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.544 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 173.35% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
