UniCredit Put 15 ENI 18.12.2024
/ DE000HD13FH1
UniCredit Put 15 ENI 18.12.2024/ DE000HD13FH1 /
| 11/6/2024 9:30:10 PM |
Chg.- |
Bid3:43:43 PM |
Ask3:43:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
- |
1.16
Bid Size: 50,000 |
1.17
Ask Size: 50,000 |
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: |
-11.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.17 |
| Parity: |
1.00 |
| Time value: |
0.22 |
| Break-even: |
13.78 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
3.39% |
| Delta: |
-0.70 |
| Theta: |
-0.01 |
| Omega: |
-8.07 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.13 |
| High: |
1.33 |
| Low: |
1.13 |
| Previous Close: |
1.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.48% |
| 1 Month |
|
|
+18.00% |
| 3 Months |
|
|
-14.49% |
| YTD |
|
|
-0.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.14 |
| 1M High / 1M Low: |
1.34 |
0.95 |
| 6M High / 6M Low: |
1.88 |
0.89 |
| High (YTD): |
6/14/2024 |
1.88 |
| Low (YTD): |
9/2/2024 |
0.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.26 |
| Avg. volume 6M: |
|
90.91 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.31% |
| Volatility 6M: |
|
150.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
