UC WAR. PUT 09/24 EJT1/ DE000HC9M2Z5 /
| 8/5/2024 1:45:12 PM | Chg.- | Bid3:07:02 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0000EUR | - | 0.9900 Bid Size: 20,000 |
- Ask Size: - |
EASYJET PLC LS-,272... | 5.00 - | 9/18/2024 | Put |
Master data
| WKN: | HC9M2Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | EASYJET PLC LS-,27285714 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 5.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/2/2023 |
| Last trading day: | 8/6/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -4.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.34 |
|---|---|
| Intrinsic value: | 0.22 |
| Implied volatility: | 1.40 |
| Historic volatility: | 0.34 |
| Parity: | 0.22 |
| Time value: | 0.79 |
| Break-even: | 3.99 |
| Moneyness: | 1.05 |
| Premium: | 0.17 |
| Premium p.a.: | 2.90 |
| Spread abs.: | 0.15 |
| Spread %: | 17.44% |
| Delta: | -0.44 |
| Theta: | -0.01 |
| Omega: | -2.09 |
| Rho: | 0.00 |
Quote data
| Open: | 0.9200 |
|---|---|
| High: | 1.0000 |
| Low: | 0.9200 |
| Previous Close: | 0.8500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +28.21% | ||
|---|---|---|---|
| 1 Month | +96.08% | ||
| 3 Months | +143.90% | ||
| YTD | +44.93% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0000 | 0.7800 |
|---|---|---|
| 1M High / 1M Low: | 1.0000 | 0.3600 |
| 6M High / 6M Low: | 1.0000 | 0.3000 |
| High (YTD): | 8/5/2024 | 1.0000 |
| Low (YTD): | 4/8/2024 | 0.3000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8767 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5981 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5140 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 297.17% | |
| Volatility 6M: | 174.84% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
