UniCredit Put 60 BNP 18.09.2024
/ DE000HD4F6V7
UniCredit Put 60 BNP 18.09.2024/ DE000HD4F6V7 /
| 8/9/2024 7:36:14 PM |
Chg.0.000 |
Bid9:56:11 PM |
Ask9:56:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
0.00% |
0.220
Bid Size: 45,000 |
0.230
Ask Size: 45,000 |
BNP PARIBAS INH. ... |
60.00 - |
9/18/2024 |
Put |
Master data
| WKN: |
HD4F6V |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
4/8/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-25.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
0.08 |
| Time value: |
0.16 |
| Break-even: |
57.70 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
-0.52 |
| Theta: |
-0.02 |
| Omega: |
-13.49 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.200 |
| High: |
0.240 |
| Low: |
0.190 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
+37.50% |
| 3 Months |
|
|
+120.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.220 |
| 1M High / 1M Low: |
0.320 |
0.075 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
6,000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
1,363.636 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
376.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
