UniCredit Put 5500 S&P 500 Index 18.03.2025
/ DE000HD3QNJ1
UniCredit Put 5500 S&P 500 Index .../ DE000HD3QNJ1 /
| 7/9/2024 7:27:27 PM |
Chg.-0.010 |
Bid9:59:07 PM |
Ask9:59:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-1.92% |
0.520
Bid Size: 20,000 |
0.540
Ask Size: 20,000 |
- |
5,500.00 - |
3/18/2025 |
Put |
Master data
| WKN: |
HD3QNJ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,500.00 - |
| Maturity: |
3/18/2025 |
| Issue date: |
3/14/2024 |
| Last trading day: |
3/17/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-103.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.11 |
| Parity: |
-0.73 |
| Time value: |
0.54 |
| Break-even: |
5,446.00 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
3.85% |
| Delta: |
-0.26 |
| Theta: |
-0.07 |
| Omega: |
-26.40 |
| Rho: |
-10.21 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.500 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.56% |
| 1 Month |
|
|
-30.14% |
| 3 Months |
|
|
-45.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.520 |
| 1M High / 1M Low: |
0.760 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
