UniCredit Put 15 ENI 18.12.2024
/ DE000HD13FH1
UniCredit Put 15 ENI 18.12.2024/ DE000HD13FH1 /
| 8/8/2024 5:08:29 PM |
Chg.-0.02 |
Bid5:57:49 PM |
Ask5:57:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
-1.45% |
1.33
Bid Size: 20,000 |
1.35
Ask Size: 20,000 |
ENI S.P.A. |
15.00 - |
12/18/2024 |
Put |
Master data
| WKN: |
HD13FH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
0.78 |
| Time value: |
0.63 |
| Break-even: |
13.59 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
2.92% |
| Delta: |
-0.55 |
| Theta: |
0.00 |
| Omega: |
-5.53 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.36 |
| Previous Close: |
1.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.35% |
| 1 Month |
|
|
+4.62% |
| 3 Months |
|
|
+16.24% |
| YTD |
|
|
+14.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.13 |
| 1M High / 1M Low: |
1.60 |
0.94 |
| 6M High / 6M Low: |
1.88 |
0.89 |
| High (YTD): |
6/14/2024 |
1.88 |
| Low (YTD): |
4/5/2024 |
0.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.32 |
| Avg. volume 6M: |
|
94.49 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.78% |
| Volatility 6M: |
|
120.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
