UC WAR. PUT 09/24 TNE5/ DE000HC9XSV9 /
| 5/28/2024 9:46:45 PM | Chg.-0.0100 | Bid9:59:16 PM | Ask9:59:16 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1300EUR | -7.14% | 0.1200 Bid Size: 15,000 |
0.1500 Ask Size: 15,000 |
TELEFONICA INH. ... | 4.00 - | 9/18/2024 | Put |
Master data
| WKN: | HC9XSV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TELEFONICA INH. EO 1 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 4.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/17/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -27.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.19 |
| Parity: | -0.19 |
| Time value: | 0.15 |
| Break-even: | 3.85 |
| Moneyness: | 0.96 |
| Premium: | 0.08 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.03 |
| Spread %: | 25.00% |
| Delta: | -0.33 |
| Theta: | 0.00 |
| Omega: | -9.11 |
| Rho: | 0.00 |
Quote data
| Open: | 0.1400 |
|---|---|
| High: | 0.1400 |
| Low: | 0.1300 |
| Previous Close: | 0.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -18.75% | ||
| 3 Months | -65.79% | ||
| YTD | -78.69% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1500 | 0.1300 |
|---|---|---|
| 1M High / 1M Low: | 0.1800 | 0.1200 |
| 6M High / 6M Low: | 0.6100 | 0.1200 |
| High (YTD): | 2/16/2024 | 0.5600 |
| Low (YTD): | 5/21/2024 | 0.1200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1495 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3540 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 186.81% | |
| Volatility 6M: | 122.37% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
