UniCredit Put 5 BPE5 18.09.2024
/ DE000HC9M2P6
UniCredit Put 5 BPE5 18.09.2024/ DE000HC9M2P6 /
| 04/09/2024 17:39:01 |
Chg.+0.020 |
Bid18:17:41 |
Ask18:17:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+2.02% |
1.010
Bid Size: 25,000 |
-
Ask Size: - |
BP PLC D... |
5.00 - |
18/09/2024 |
Put |
Master data
| WKN: |
HC9M2P |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BP PLC DL-,25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
02/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
2.55 |
| Historic volatility: |
0.22 |
| Parity: |
0.02 |
| Time value: |
0.97 |
| Break-even: |
4.01 |
| Moneyness: |
1.00 |
| Premium: |
0.20 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.40 |
| Theta: |
-0.03 |
| Omega: |
-2.03 |
| Rho: |
0.00 |
Quote data
| Open: |
1.000 |
| High: |
1.010 |
| Low: |
1.000 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.69% |
| 1 Month |
|
|
+55.38% |
| 3 Months |
|
|
+94.23% |
| YTD |
|
|
+42.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.750 |
| 1M High / 1M Low: |
0.990 |
0.650 |
| 6M High / 6M Low: |
0.990 |
0.230 |
| High (YTD): |
03/09/2024 |
0.990 |
| Low (YTD): |
12/04/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.781 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.479 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.34% |
| Volatility 6M: |
|
155.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
