UniCredit Put 80 HEN3 18.09.2024
/ DE000HD5HJ50
UniCredit Put 80 HEN3 18.09.2024/ DE000HD5HJ50 /
| 7/25/2024 1:21:20 PM |
Chg.+0.040 |
Bid2:59:01 PM |
Ask2:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+30.77% |
0.190
Bid Size: 150,000 |
0.200
Ask Size: 150,000 |
HENKEL AG+CO.KGAA VZ... |
80.00 - |
9/18/2024 |
Put |
Master data
| WKN: |
HD5HJ5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
5/13/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-54.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
-0.18 |
| Time value: |
0.15 |
| Break-even: |
78.50 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
-0.35 |
| Theta: |
-0.02 |
| Omega: |
-18.86 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.140 |
| High: |
0.170 |
| Low: |
0.140 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.55% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.110 |
| 1M High / 1M Low: |
0.180 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
