UniCredit Put 10 AFR0 19.06.2024
/ DE000HC9XMF5
UniCredit Put 10 AFR0 19.06.2024/ DE000HC9XMF5 /
| 2024-06-07 5:25:44 PM |
Chg.+0.026 |
Bid5:51:59 PM |
Ask5:51:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+30.95% |
0.110
Bid Size: 35,000 |
0.120
Ask Size: 35,000 |
AIR FRANCE-KLM INH. ... |
10.00 - |
2024-06-19 |
Put |
Master data
| WKN: |
HC9XMF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AIR FRANCE-KLM INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-96.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.36 |
| Parity: |
-0.63 |
| Time value: |
0.11 |
| Break-even: |
9.89 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
6.65 |
| Spread abs.: |
0.03 |
| Spread %: |
37.50% |
| Delta: |
-0.21 |
| Theta: |
-0.01 |
| Omega: |
-20.60 |
| Rho: |
0.00 |
Quote data
| Open: |
0.058 |
| High: |
0.110 |
| Low: |
0.058 |
| Previous Close: |
0.084 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.25% |
| 1 Month |
|
|
-77.08% |
| 3 Months |
|
|
-87.78% |
| YTD |
|
|
-74.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.066 |
| 1M High / 1M Low: |
0.480 |
0.066 |
| 6M High / 6M Low: |
1.110 |
0.066 |
| High (YTD): |
2024-04-15 |
1.110 |
| Low (YTD): |
2024-06-05 |
0.066 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.099 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.229 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.549 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
377.06% |
| Volatility 6M: |
|
230.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
