UniCredit Put 70 BNP 14.08.2024
/ DE000HD5SLU3
UniCredit Put 70 BNP 14.08.2024/ DE000HD5SLU3 /
2024-06-28 2:32:03 PM |
Chg.+0.050 |
Bid9:59:18 PM |
Ask2024-06-28 |
Underlying |
Strike price |
Expiration date |
Option type |
1.060EUR |
+4.95% |
- Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... |
70.00 - |
2024-08-14 |
Put |
Master data
WKN: |
HD5SLU |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 - |
Maturity: |
2024-08-14 |
Issue date: |
2024-05-22 |
Last trading day: |
2024-07-01 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.54 |
Implied volatility: |
1.20 |
Historic volatility: |
0.23 |
Parity: |
0.54 |
Time value: |
0.49 |
Break-even: |
59.70 |
Moneyness: |
1.08 |
Premium: |
0.08 |
Premium p.a.: |
3.03 |
Spread abs.: |
-0.01 |
Spread %: |
-0.96% |
Delta: |
-0.56 |
Theta: |
-0.18 |
Omega: |
-3.51 |
Rho: |
-0.02 |
Quote data
Open: |
1.040 |
High: |
1.060 |
Low: |
1.010 |
Previous Close: |
1.010 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+10.42% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.060 |
0.960 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.010 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
2.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |