UniCredit Put 15 ENI 14.08.2024
/ DE000HD5SPT6
UniCredit Put 15 ENI 14.08.2024/ DE000HD5SPT6 /
| 05/07/2024 14:54:02 |
Chg.+0.060 |
Bid15:37:11 |
Ask15:37:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+10.91% |
0.640
Bid Size: 60,000 |
0.650
Ask Size: 60,000 |
ENI S.P.A. |
15.00 - |
14/08/2024 |
Put |
Master data
| WKN: |
HD5SPT |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 - |
| Maturity: |
14/08/2024 |
| Issue date: |
22/05/2024 |
| Last trading day: |
13/08/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-25.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
0.39 |
| Time value: |
0.19 |
| Break-even: |
14.42 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
7.41% |
| Delta: |
-0.62 |
| Theta: |
0.00 |
| Omega: |
-15.65 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.540 |
| High: |
0.610 |
| Low: |
0.540 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.67% |
| 1 Month |
|
|
-42.99% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.550 |
| 1M High / 1M Low: |
1.500 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.640 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.979 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
