UniCredit Put 80 SNW 18.09.2024
/ DE000HD0B6Z6
UniCredit Put 80 SNW 18.09.2024/ DE000HD0B6Z6 /
| 17/07/2024 16:43:30 |
Chg.+0.040 |
Bid17:10:07 |
Ask17:10:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+7.55% |
0.580
Bid Size: 15,000 |
0.620
Ask Size: 15,000 |
SANOFI SA INHABER ... |
80.00 - |
18/09/2024 |
Put |
Master data
| WKN: |
HD0B6Z |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
31/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-148.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-11.92 |
| Time value: |
0.62 |
| Break-even: |
79.38 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.12 |
| Spread %: |
24.00% |
| Delta: |
-0.11 |
| Theta: |
-0.02 |
| Omega: |
-15.99 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.520 |
| High: |
0.650 |
| Low: |
0.520 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
-46.73% |
| 3 Months |
|
|
-73.24% |
| YTD |
|
|
-70.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.380 |
| 1M High / 1M Low: |
1.070 |
0.380 |
| 6M High / 6M Low: |
2.530 |
0.380 |
| High (YTD): |
14/02/2024 |
2.530 |
| Low (YTD): |
10/07/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.652 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.360 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.48% |
| Volatility 6M: |
|
175.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
