UniCredit Put 5500 S&P 500 Index 18.03.2025
/ DE000HD3QNJ1
UniCredit Put 5500 S&P 500 Index .../ DE000HD3QNJ1 /
| 09/09/2024 17:32:09 |
Chg.-0.040 |
Bid18:06:20 |
Ask18:06:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-5.63% |
0.650
Bid Size: 25,000 |
0.660
Ask Size: 25,000 |
- |
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: |
-73.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.05 |
| Historic volatility: |
0.12 |
| Parity: |
0.92 |
| Time value: |
-0.18 |
| Break-even: |
5,426.00 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
2.78% |
| Delta: |
-0.47 |
| Theta: |
0.05 |
| Omega: |
-34.70 |
| Rho: |
-13.75 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.660 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.81% |
| 1 Month |
|
|
-15.19% |
| 3 Months |
|
|
-8.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.430 |
| 1M High / 1M Low: |
0.790 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.554 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
