UniCredit Put 5500 S&P 500 Index 18.03.2025
/ DE000HD3QNJ1
UniCredit Put 5500 S&P 500 Index .../ DE000HD3QNJ1 /
| 02/08/2024 19:34:33 |
Chg.+0.140 |
Bid21:55:43 |
Ask21:55:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+20.29% |
0.800
Bid Size: 20,000 |
0.820
Ask Size: 20,000 |
- |
5,500.00 - |
18/03/2025 |
Put |
Master data
| WKN: |
HD3QNJ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,500.00 - |
| Maturity: |
18/03/2025 |
| Issue date: |
14/03/2024 |
| Last trading day: |
17/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-65.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.12 |
| Parity: |
1.53 |
| Time value: |
-0.71 |
| Break-even: |
5,418.00 |
| Moneyness: |
1.03 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
2.50% |
| Delta: |
-0.57 |
| Theta: |
0.17 |
| Omega: |
-37.17 |
| Rho: |
-19.48 |
Quote data
| Open: |
0.740 |
| High: |
0.830 |
| Low: |
0.740 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.87% |
| 1 Month |
|
|
+50.91% |
| 3 Months |
|
|
-20.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.590 |
| 1M High / 1M Low: |
0.830 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.570 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
