UniCredit Put 20 1U1 18.09.2024
/ DE000HC9D4K4
UniCredit Put 20 1U1 18.09.2024/ DE000HC9D4K4 /
| 6/3/2024 2:09:35 PM |
Chg.-0.16 |
Bid4:18:44 PM |
Ask4:18:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.75EUR |
-5.50% |
2.77
Bid Size: 25,000 |
2.81
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: |
2.90 |
| High: |
2.90 |
| Low: |
2.75 |
| Previous Close: |
2.91 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.78% |
| 1 Month |
|
|
-34.21% |
| 3 Months |
|
|
-20.29% |
| YTD |
|
|
-17.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.98 |
2.91 |
| 1M High / 1M Low: |
4.18 |
2.83 |
| 6M High / 6M Low: |
4.79 |
2.64 |
| High (YTD): |
3/22/2024 |
4.62 |
| Low (YTD): |
1/24/2024 |
2.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.38% |
| Volatility 6M: |
|
84.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
