UniCredit Put 60 BNR 18.09.2024
/ DE000HD00YK3
UniCredit Put 60 BNR 18.09.2024/ DE000HD00YK3 /
| 7/26/2024 7:35:41 PM |
Chg.-0.005 |
Bid9:59:14 PM |
Ask9:59:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
-10.64% |
0.030
Bid Size: 15,000 |
0.070
Ask Size: 15,000 |
BRENNTAG SE NA O.N. |
60.00 - |
9/18/2024 |
Put |
Master data
| WKN: |
HD00YK |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/19/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-93.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-0.58 |
| Time value: |
0.07 |
| Break-even: |
59.30 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.04 |
| Spread %: |
133.33% |
| Delta: |
-0.17 |
| Theta: |
-0.02 |
| Omega: |
-16.21 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.041 |
| High: |
0.069 |
| Low: |
0.041 |
| Previous Close: |
0.047 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.00% |
| 1 Month |
|
|
-65.00% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
-53.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.047 |
0.042 |
| 1M High / 1M Low: |
0.120 |
0.040 |
| 6M High / 6M Low: |
0.130 |
0.027 |
| High (YTD): |
6/21/2024 |
0.130 |
| Low (YTD): |
3/20/2024 |
0.027 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.072 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.41% |
| Volatility 6M: |
|
327.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
