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: |
|
- |