UniCredit Put 15 ENI 14.08.2024
/ DE000HD5SPT6
UniCredit Put 15 ENI 14.08.2024/ DE000HD5SPT6 /
| 10/07/2024 10:27:56 |
Chg.- |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
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: |
10/07/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
0.76 |
| Time value: |
0.18 |
| Break-even: |
14.06 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.11 |
| Spread %: |
13.25% |
| Delta: |
-0.70 |
| Theta: |
-0.01 |
| Omega: |
-10.63 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.87% |
| 1 Month |
|
|
-35.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.890 |
| 1M High / 1M Low: |
1.390 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.925 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.878 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
