UniCredit Put 100 SNW 19.03.2025
/ DE000HD8DYC0
UniCredit Put 100 SNW 19.03.2025/ DE000HD8DYC0 /
| 17/12/2024 10:35:02 |
Chg.- |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
100.00 - |
19/03/2025 |
Put |
Master data
| WKN: |
HD8DYC |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 - |
| Maturity: |
19/03/2025 |
| Issue date: |
02/09/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.18 |
| Parity: |
0.43 |
| Time value: |
0.73 |
| Break-even: |
88.40 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.41 |
| Spread %: |
54.67% |
| Delta: |
-0.51 |
| Theta: |
-0.06 |
| Omega: |
-4.24 |
| Rho: |
-0.11 |
Quote data
| Open: |
1.18 |
| High: |
1.18 |
| Low: |
1.18 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+32.58% |
| 3 Months |
|
|
+107.02% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.18 |
0.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |