UniCredit Put 90 SNW 18.09.2024
/ DE000HD4N6Q7
UniCredit Put 90 SNW 18.09.2024/ DE000HD4N6Q7 /
| 2024-07-17 4:48:21 PM |
Chg.-0.030 |
Bid5:13:00 PM |
Ask5:13:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.230EUR |
-1.33% |
2.300
Bid Size: 15,000 |
2.340
Ask Size: 15,000 |
SANOFI SA INHABER ... |
90.00 - |
2024-09-18 |
Put |
Master data
| WKN: |
HD4N6Q |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-39.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.25 |
| Parity: |
-1.92 |
| Time value: |
2.32 |
| Break-even: |
87.68 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.12 |
| Spread %: |
5.45% |
| Delta: |
-0.37 |
| Theta: |
-0.02 |
| Omega: |
-14.60 |
| Rho: |
-0.06 |
Quote data
| Open: |
2.250 |
| High: |
2.510 |
| Low: |
2.210 |
| Previous Close: |
2.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.18% |
| 1 Month |
|
|
-38.57% |
| 3 Months |
|
|
-56.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.260 |
1.700 |
| 1M High / 1M Low: |
3.820 |
1.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.561 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
