UC WAR. PUT 09/24 IFX/ DE000HD15CV4 /
2024-08-05 1:42:00 PM | Chg.- | Bid3:08:24 PM | Ask2024-08-05 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.800EUR | - | 5.490 Bid Size: 30,000 |
- Ask Size: 30,000 |
INFINEON TECH.AG NA ... | 34.50 - | 2024-09-18 | Put |
Master data
WKN: | HD15CV |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | INFINEON TECH.AG NA O.N. |
Type: | Warrant |
Option type: | Put |
Strike price: | 34.50 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-12-06 |
Last trading day: | 2024-08-06 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -5.60 |
Leverage: | Yes |
Calculated values
Fair value: | 2.64 |
---|---|
Intrinsic value: | 2.30 |
Implied volatility: | 1.32 |
Historic volatility: | 0.35 |
Parity: | 2.30 |
Time value: | 3.45 |
Break-even: | 28.75 |
Moneyness: | 1.07 |
Premium: | 0.11 |
Premium p.a.: | 3.42 |
Spread abs.: | 1.13 |
Spread %: | 24.46% |
Delta: | -0.51 |
Theta: | -0.09 |
Omega: | -2.85 |
Rho: | -0.02 |
Quote data
Open: | 5.100 |
---|---|
High: | 5.870 |
Low: | 5.100 |
Previous Close: | 5.320 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +33.33% | ||
3 Months | +320.29% | ||
YTD | +121.37% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 5.800 | 3.130 |
6M High / 6M Low: | 5.800 | 1.040 |
High (YTD): | 2024-08-05 | 5.800 |
Low (YTD): | 2024-06-12 | 1.040 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 4.300 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 2.904 | |
Avg. volume 6M: | 76.991 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 308.20% | |
Volatility 6M: | 228.11% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |