UniCredit Put 110 SQU 18.09.2024
/ DE000HD628G4
UniCredit Put 110 SQU 18.09.2024/ DE000HD628G4 /
| 7/16/2024 6:23:57 PM |
Chg.+0.020 |
Bid7/16/2024 |
Ask7/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+3.28% |
0.630
Bid Size: 12,000 |
0.690
Ask Size: 12,000 |
VINCI S.A. INH. EO... |
110.00 - |
9/18/2024 |
Put |
Master data
| WKN: |
HD628G |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
6/3/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-16.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
0.46 |
| Time value: |
0.18 |
| Break-even: |
103.60 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
4.92% |
| Delta: |
-0.63 |
| Theta: |
-0.02 |
| Omega: |
-10.33 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.630 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.11% |
| 1 Month |
|
|
-49.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.570 |
| 1M High / 1M Low: |
1.220 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.875 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
