UniCredit Put 80 BNR 18.06.2025
/ DE000HD2H497
UniCredit Put 80 BNR 18.06.2025/ DE000HD2H497 /
| 10/31/2024 1:22:41 PM |
Chg.0.000 |
Bid9:59:00 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
80.00 - |
6/18/2025 |
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: |
6/18/2025 |
| Issue date: |
2/6/2024 |
| Last trading day: |
10/31/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.21 |
| Parity: |
1.90 |
| Time value: |
0.13 |
| Break-even: |
59.70 |
| Moneyness: |
1.31 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.00% |
| Delta: |
-0.73 |
| Theta: |
-0.01 |
| Omega: |
-2.20 |
| Rho: |
-0.39 |
Quote data
| Open: |
1.970 |
| High: |
2.090 |
| Low: |
1.970 |
| Previous Close: |
2.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+28.30% |
| 3 Months |
|
|
+21.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.040 |
1.570 |
| 6M High / 6M Low: |
2.040 |
0.920 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.773 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.573 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.88% |
| Volatility 6M: |
|
82.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
