UC WAR. PUT 09/24 1U1/ DE000HC9D4K4 /
6/3/2024 3:46:32 PM | Chg.-0.1900 | Bid4:21:11 PM | Ask4:21:11 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.8000EUR | -6.35% | 2.7700 Bid Size: 25,000 |
2.8100 Ask Size: 25,000 |
1+1 AG INH O.N. | 20.00 - | 9/18/2024 | Put |
Master data
WKN: | HC9D4K |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | 1+1 AG INH O.N. |
Type: | Warrant |
Option type: | Put |
Strike price: | 20.00 - |
Maturity: | 9/18/2024 |
Issue date: | 9/21/2023 |
Last trading day: | 9/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -5.82 |
Leverage: | Yes |
Calculated values
Fair value: | 2.79 |
---|---|
Intrinsic value: | 2.54 |
Implied volatility: | 0.39 |
Historic volatility: | 0.33 |
Parity: | 2.54 |
Time value: | 0.46 |
Break-even: | 17.00 |
Moneyness: | 1.15 |
Premium: | 0.03 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.17 |
Spread %: | 6.01% |
Delta: | -0.68 |
Theta: | 0.00 |
Omega: | -3.98 |
Rho: | -0.04 |
Quote data
Open: | 2.9600 |
---|---|
High: | 2.9600 |
Low: | 2.8000 |
Previous Close: | 2.9900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -6.04% | ||
---|---|---|---|
1 Month | -33.81% | ||
3 Months | -19.77% | ||
YTD | -16.42% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.0000 | 2.9700 |
---|---|---|
1M High / 1M Low: | 4.2300 | 2.9000 |
6M High / 6M Low: | 4.8200 | 2.6500 |
High (YTD): | 4/16/2024 | 4.6600 |
Low (YTD): | 1/24/2024 | 2.6500 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.9820 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.2600 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.6684 | |
Avg. volume 6M: | 40.3226 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 109.25% | |
Volatility 6M: | 78.84% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |