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: | - |
