UniCredit Put 44 RWE 19.06.2024
/ DE000HC3ESW0
UniCredit Put 44 RWE 19.06.2024/ DE000HC3ESW0 /
| 2024-05-13 7:33:42 PM |
Chg.+0.010 |
Bid9:59:35 PM |
Ask9:59:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.930EUR |
+0.26% |
3.920
Bid Size: 10,000 |
3.960
Ask Size: 10,000 |
RWE AG INH O.N. |
44.00 EUR |
2024-06-19 |
Put |
Master data
| WKN: |
HC3ESW |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
RWE AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44.00 EUR |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-01-24 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-8.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.33 |
| Intrinsic value: |
9.50 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
9.50 |
| Time value: |
-5.55 |
| Break-even: |
40.05 |
| Moneyness: |
1.28 |
| Premium: |
-0.16 |
| Premium p.a.: |
-0.82 |
| Spread abs.: |
0.04 |
| Spread %: |
1.02% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.930 |
| High: |
3.940 |
| Low: |
3.920 |
| Previous Close: |
3.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.25% |
| 1 Month |
|
|
+0.26% |
| 3 Months |
|
|
+1.03% |
| YTD |
|
|
+73.89% |
| 1 Year |
|
|
+118.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.960 |
3.920 |
| 1M High / 1M Low: |
3.960 |
3.910 |
| 6M High / 6M Low: |
3.960 |
2.100 |
| High (YTD): |
2024-05-08 |
3.960 |
| Low (YTD): |
2024-01-02 |
2.260 |
| 52W High: |
2024-05-08 |
3.960 |
| 52W Low: |
2023-05-15 |
1.790 |
| Avg. price 1W: |
|
3.936 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.943 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.396 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.015 |
| Avg. volume 1Y: |
|
8.235 |
| Volatility 1M: |
|
5.37% |
| Volatility 6M: |
|
40.61% |
| Volatility 1Y: |
|
44.80% |
| Volatility 3Y: |
|
- |
