UC WAR. PUT 09/24 OEWA/ DE000HC9XTF0 /
| 2024-07-04 9:46:28 PM | Chg.-0.0500 | Bid9:59:06 PM | Ask9:59:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5300EUR | -8.62% | 0.4900 Bid Size: 8,000 |
0.5400 Ask Size: 8,000 |
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: | -12.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.55 |
|---|---|
| Intrinsic value: | 0.37 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.27 |
| Parity: | 0.37 |
| Time value: | 0.22 |
| Break-even: | 73.33 |
| Moneyness: | 1.05 |
| Premium: | 0.03 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.05 |
| Spread %: | 9.26% |
| Delta: | -0.59 |
| Theta: | -0.02 |
| Omega: | -7.64 |
| Rho: | -0.10 |
Quote data
| Open: | 0.5800 |
|---|---|
| High: | 0.5800 |
| Low: | 0.5300 |
| Previous Close: | 0.5800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -26.39% | ||
|---|---|---|---|
| 1 Month | -11.67% | ||
| 3 Months | -67.28% | ||
| YTD | -23.19% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7200 | 0.5300 |
|---|---|---|
| 1M High / 1M Low: | 0.7300 | 0.5300 |
| 6M High / 6M Low: | 2.0100 | 0.5300 |
| High (YTD): | 2024-02-14 | 2.0100 |
| Low (YTD): | 2024-07-04 | 0.5300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6245 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1424 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 147.69% | |
| Volatility 6M: | 123.00% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
