UniCredit Put 90 SNW 18.09.2024
/ DE000HD4N6Q7
UniCredit Put 90 SNW 18.09.2024/ DE000HD4N6Q7 /
8/16/2024 8:02:57 PM |
Chg.-0.030 |
Bid9:59:19 PM |
Ask9:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
-6.82% |
0.410 Bid Size: 8,000 |
0.540 Ask Size: 8,000 |
SANOFI SA INHABER ... |
90.00 - |
9/18/2024 |
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: |
9/18/2024 |
Issue date: |
4/15/2024 |
Last trading day: |
9/17/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-184.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.25 |
Parity: |
-7.95 |
Time value: |
0.53 |
Break-even: |
89.47 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
1.51 |
Spread abs.: |
0.13 |
Spread %: |
32.50% |
Delta: |
-0.13 |
Theta: |
-0.02 |
Omega: |
-23.90 |
Rho: |
-0.01 |
Quote data
Open: |
0.430 |
High: |
0.440 |
Low: |
0.400 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-51.76% |
1 Month |
|
|
-81.61% |
3 Months |
|
|
-85.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.440 |
1M High / 1M Low: |
2.310 |
0.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.678 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.312 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
402.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |