UC WAR. PUT 09/24 1U1/ DE000HC9D4K4 /
6/14/2024 9:45:15 AM | Chg.0.0000 | Bid9:49:58 AM | Ask9:49:58 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.8900EUR | 0.00% | 3.8800 Bid Size: 20,000 |
3.9100 Ask Size: 20,000 |
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: | -4.64 |
Leverage: | Yes |
Calculated values
Fair value: | 3.39 |
---|---|
Intrinsic value: | 3.34 |
Implied volatility: | 0.41 |
Historic volatility: | 0.33 |
Parity: | 3.34 |
Time value: | 0.25 |
Break-even: | 16.41 |
Moneyness: | 1.20 |
Premium: | 0.02 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.17 |
Spread %: | 4.97% |
Delta: | -0.76 |
Theta: | 0.00 |
Omega: | -3.54 |
Rho: | -0.04 |
Quote data
Open: | 3.8900 |
---|---|
High: | 3.8900 |
Low: | 3.8900 |
Previous Close: | 3.8900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +34.14% | ||
---|---|---|---|
1 Month | +31.42% | ||
3 Months | -0.26% | ||
YTD | +16.12% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.8900 | 2.9000 |
---|---|---|
1M High / 1M Low: | 3.8900 | 2.6700 |
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: | 3.2700 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.0157 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.5726 | |
Avg. volume 6M: | 40 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 101.60% | |
Volatility 6M: | 82.71% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |