UniCredit Put 79.1632 OEWA 18.09.2024
/ DE000HC9XTF0
UniCredit Put 79.1632 OEWA 18.09..../ DE000HC9XTF0 /
| 2024-06-14 7:32:40 PM |
Chg.+0.120 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+19.67% |
0.720
Bid Size: 6,000 |
0.770
Ask Size: 6,000 |
VERBUND AG INH... |
79.1632 - |
2024-09-18 |
Put |
Master data
| WKN: |
HC9XTF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
79.16 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-17 |
| Ratio: |
9.89:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
0.57 |
| Time value: |
0.20 |
| Break-even: |
71.55 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
6.94% |
| Delta: |
-0.63 |
| Theta: |
-0.02 |
| Omega: |
-6.06 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.620 |
| High: |
0.750 |
| Low: |
0.620 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.96% |
| 1 Month |
|
|
-3.95% |
| 3 Months |
|
|
-52.60% |
| YTD |
|
|
+5.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.560 |
| 1M High / 1M Low: |
0.860 |
0.560 |
| 6M High / 6M Low: |
1.980 |
0.560 |
| High (YTD): |
2024-02-14 |
1.980 |
| Low (YTD): |
2024-06-12 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.679 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.140 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.08% |
| Volatility 6M: |
|
120.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
