UniCredit Put 20 1U1 18.09.2024
/ DE000HC9D4K4
UniCredit Put 20 1U1 18.09.2024/ DE000HC9D4K4 /
| 13/06/2024 13:29:39 |
Chg.+0.24 |
Bid14:31:48 |
Ask14:31:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.71EUR |
+6.92% |
3.65
Bid Size: 20,000 |
3.68
Ask Size: 20,000 |
1+1 AG INH O.N. |
20.00 - |
18/09/2024 |
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: |
18/09/2024 |
| Issue date: |
21/09/2023 |
| Last trading day: |
17/09/2024 |
| 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: |
4.06 |
| High: |
4.06 |
| Low: |
3.71 |
| Previous Close: |
3.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.10% |
| 1 Month |
|
|
+31.10% |
| 3 Months |
|
|
-7.02% |
| YTD |
|
|
+11.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.47 |
2.83 |
| 1M High / 1M Low: |
3.48 |
2.59 |
| 6M High / 6M Low: |
4.79 |
2.59 |
| High (YTD): |
22/03/2024 |
4.62 |
| Low (YTD): |
05/06/2024 |
2.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.57% |
| Volatility 6M: |
|
86.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
