UniCredit Put 15 GZF 17.12.2025
/ DE000HD5DA87
UniCredit Put 15 GZF 17.12.2025/ DE000HD5DA87 /
| 16/07/2024 21:00:45 |
Chg.+0.01 |
Bid16/07/2024 |
Ask16/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.17EUR |
+0.46% |
2.17
Bid Size: 6,000 |
2.20
Ask Size: 6,000 |
ENGIE S.A. INH. ... |
15.00 - |
17/12/2025 |
Put |
Master data
| WKN: |
HD5DA8 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 - |
| Maturity: |
17/12/2025 |
| Issue date: |
08/05/2024 |
| Last trading day: |
16/12/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.16 |
| Parity: |
1.10 |
| Time value: |
1.11 |
| Break-even: |
12.79 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
2.79% |
| Delta: |
-0.45 |
| Theta: |
0.00 |
| Omega: |
-2.86 |
| Rho: |
-0.12 |
Quote data
| Open: |
2.19 |
| High: |
2.24 |
| Low: |
2.17 |
| Previous Close: |
2.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.43% |
| 1 Month |
|
|
-17.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
2.01 |
| 1M High / 1M Low: |
2.63 |
1.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
