UniCredit Put 35 RWE 19.06.2024
/ DE000HC9Z7A2
UniCredit Put 35 RWE 19.06.2024/ DE000HC9Z7A2 /
| 2024-06-10 7:37:23 PM |
Chg.+0.480 |
Bid9:59:03 PM |
Ask9:59:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.510EUR |
+46.60% |
1.430
Bid Size: 4,000 |
1.500
Ask Size: 4,000 |
RWE AG INH O.N. |
35.00 - |
2024-06-19 |
Put |
Master data
| WKN: |
HC9Z7A |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
RWE AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-31.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
0.82 |
| Time value: |
0.27 |
| Break-even: |
33.91 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.04 |
| Spread %: |
3.81% |
| Delta: |
-0.69 |
| Theta: |
-0.03 |
| Omega: |
-21.53 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.470 |
| High: |
1.600 |
| Low: |
1.430 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+251.16% |
| 1 Month |
|
|
+13.53% |
| 3 Months |
|
|
-50.17% |
| YTD |
|
|
+179.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.370 |
| 1M High / 1M Low: |
1.330 |
0.370 |
| 6M High / 6M Low: |
3.860 |
0.370 |
| High (YTD): |
2024-04-03 |
3.860 |
| Low (YTD): |
2024-06-04 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.886 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.070 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
502.17% |
| Volatility 6M: |
|
246.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
