UniCredit Put 90 SNW 19.06.2024/  DE000HC3V463  /

EUWAX
14/06/2024  21:19:57 Chg.+2.11 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
3.47EUR +155.15% -
Bid Size: -
-
Ask Size: -
SANOFI SA INHABER ... 90.00 - 19/06/2024 Put
 

Master data

WKN: HC3V46
Issuer: UniCredit
Currency: EUR
Underlying: SANOFI SA INHABER EO 2
Type: Warrant
Option type: Put
Strike price: 90.00 -
Maturity: 19/06/2024
Issue date: 07/02/2023
Last trading day: 18/06/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: -23.05
Leverage: Yes

Calculated values

Fair value: 3.60
Intrinsic value: 3.57
Implied volatility: 0.35
Historic volatility: 0.25
Parity: 3.57
Time value: 0.18
Break-even: 86.25
Moneyness: 1.04
Premium: 0.00
Premium p.a.: 0.21
Spread abs.: 0.47
Spread %: 14.33%
Delta: -0.86
Theta: -0.08
Omega: -19.87
Rho: -0.01
 

Quote data

Open: 2.62
High: 3.47
Low: 2.62
Previous Close: 1.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+356.58%
1 Month  
+125.32%
3 Months
  -21.49%
YTD
  -10.34%
1 Year  
+16.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.47 0.61
1M High / 1M Low: 3.47 0.61
6M High / 6M Low: 5.87 0.61
High (YTD): 18/04/2024 5.87
Low (YTD): 11/06/2024 0.61
52W High: 27/10/2023 5.94
52W Low: 11/06/2024 0.61
Avg. price 1W:   1.51
Avg. volume 1W:   0.00
Avg. price 1M:   1.66
Avg. volume 1M:   0.00
Avg. price 6M:   3.55
Avg. volume 6M:   0.00
Avg. price 1Y:   3.26
Avg. volume 1Y:   0.00
Volatility 1M:   776.98%
Volatility 6M:   355.62%
Volatility 1Y:   317.77%
Volatility 3Y:   -