UniCredit Put 80 BNR 18.06.2025
/ DE000HD2H497
UniCredit Put 80 BNR 18.06.2025/ DE000HD2H497 /
| 05/09/2024 11:18:27 |
Chg.+0.06 |
Bid12:05:08 |
Ask12:05:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
+4.20% |
1.47
Bid Size: 60,000 |
1.48
Ask Size: 60,000 |
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: |
-4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
1.33 |
| Time value: |
0.14 |
| Break-even: |
65.30 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.05 |
| Spread %: |
3.52% |
| Delta: |
-0.66 |
| Theta: |
-0.01 |
| Omega: |
-3.00 |
| Rho: |
-0.46 |
Quote data
| Open: |
1.43 |
| High: |
1.49 |
| Low: |
1.43 |
| Previous Close: |
1.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.43% |
| 1 Month |
|
|
-6.29% |
| 3 Months |
|
|
-3.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.38 |
| 1M High / 1M Low: |
1.71 |
1.38 |
| 6M High / 6M Low: |
1.71 |
0.68 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.92% |
| Volatility 6M: |
|
75.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
