UniCredit Put 80 BNR 18.06.2025
/ DE000HD2H497
UniCredit Put 80 BNR 18.06.2025/ DE000HD2H497 /
09/07/2024 19:32:34 |
Chg.0.000 |
Bid20:00:50 |
Ask20:00:50 |
Underlying |
Strike price |
Expiration date |
Option type |
1.660EUR |
0.00% |
1.660 Bid Size: 8,000 |
1.710 Ask Size: 8,000 |
BRENNTAG SE NA O.N. |
80.00 - |
18/06/2025 |
Put |
Master data
WKN: |
HD2H49 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 - |
Maturity: |
18/06/2025 |
Issue date: |
06/02/2024 |
Last trading day: |
17/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.63 |
Intrinsic value: |
1.63 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
1.63 |
Time value: |
0.08 |
Break-even: |
62.90 |
Moneyness: |
1.26 |
Premium: |
0.01 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.08 |
Spread %: |
4.91% |
Delta: |
-0.68 |
Theta: |
0.00 |
Omega: |
-2.54 |
Rho: |
-0.57 |
Quote data
Open: |
1.640 |
High: |
1.700 |
Low: |
1.640 |
Previous Close: |
1.660 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.19% |
1 Month |
|
|
+7.79% |
3 Months |
|
|
+58.10% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.680 |
1.610 |
1M High / 1M Low: |
1.690 |
1.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.640 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.594 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
50.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |