UC WAR. PUT 12/24 1U1/ DE000HC9FCR8 /
2024-06-17 11:45:32 AM | Chg.-0.1000 | Bid1:31:32 PM | Ask1:31:32 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.2500EUR | -2.30% | 4.3000 Bid Size: 25,000 |
4.3300 Ask Size: 25,000 |
1+1 AG INH O.N. | 20.00 - | 2024-12-18 | Put |
Master data
WKN: | HC9FCR |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | 1+1 AG INH O.N. |
Type: | Warrant |
Option type: | Put |
Strike price: | 20.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-09-26 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -3.66 |
Leverage: | Yes |
Calculated values
Fair value: | 4.01 |
---|---|
Intrinsic value: | 3.92 |
Implied volatility: | 0.43 |
Historic volatility: | 0.33 |
Parity: | 3.92 |
Time value: | 0.47 |
Break-even: | 15.61 |
Moneyness: | 1.24 |
Premium: | 0.03 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.16 |
Spread %: | 3.78% |
Delta: | -0.69 |
Theta: | 0.00 |
Omega: | -2.54 |
Rho: | -0.08 |
Quote data
Open: | 4.3000 |
---|---|
High: | 4.3000 |
Low: | 4.1900 |
Previous Close: | 4.3500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +27.63% | ||
---|---|---|---|
1 Month | +20.74% | ||
3 Months | +0.47% | ||
YTD | +10.39% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.3500 | 3.3300 |
---|---|---|
1M High / 1M Low: | 4.3500 | 3.1700 |
6M High / 6M Low: | 5.0100 | 3.1700 |
High (YTD): | 2024-04-16 | 5.0000 |
Low (YTD): | 2024-06-05 | 3.1700 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.8500 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.5238 | |
Avg. volume 1M: | .8571 | |
Avg. price 6M: | 4.0037 | |
Avg. volume 6M: | .1452 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 84.73% | |
Volatility 6M: | 67.48% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |