UniCredit Put 60 BNP 18.09.2024
/ DE000HD4F6V7
UniCredit Put 60 BNP 18.09.2024/ DE000HD4F6V7 /
8/30/2024 6:08:53 PM |
Chg.-0.006 |
Bid6:32:17 PM |
Ask6:32:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.043EUR |
-12.24% |
0.046 Bid Size: 100,000 |
0.051 Ask Size: 100,000 |
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: |
-112.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.23 |
Parity: |
-0.21 |
Time value: |
0.06 |
Break-even: |
59.45 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
1.24 |
Spread abs.: |
0.01 |
Spread %: |
12.24% |
Delta: |
-0.25 |
Theta: |
-0.03 |
Omega: |
-28.48 |
Rho: |
-0.01 |
Quote data
Open: |
0.040 |
High: |
0.046 |
Low: |
0.040 |
Previous Close: |
0.049 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-50.00% |
1 Month |
|
|
-42.67% |
3 Months |
|
|
-42.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.086 |
0.049 |
1M High / 1M Low: |
0.320 |
0.049 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.064 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.149 |
Avg. volume 1M: |
|
3,043.478 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
403.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |