UniCredit Put 100 SNW 18.09.2024
/ DE000HC9Z7U0
UniCredit Put 100 SNW 18.09.2024/ DE000HC9Z7U0 /
2024-08-16 7:38:01 PM |
Chg.-0.140 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.770EUR |
-4.81% |
2.900 Bid Size: 2,000 |
3.030 Ask Size: 2,000 |
SANOFI SA INHABER ... |
100.00 - |
2024-09-18 |
Put |
Master data
WKN: |
HC9Z7U |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
SANOFI SA INHABER EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 - |
Maturity: |
2024-09-18 |
Issue date: |
2023-10-17 |
Last trading day: |
2024-09-17 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-32.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.93 |
Intrinsic value: |
2.05 |
Implied volatility: |
0.17 |
Historic volatility: |
0.25 |
Parity: |
2.05 |
Time value: |
0.94 |
Break-even: |
97.01 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.13 |
Spread %: |
4.55% |
Delta: |
-0.62 |
Theta: |
-0.02 |
Omega: |
-20.45 |
Rho: |
-0.06 |
Quote data
Open: |
2.770 |
High: |
2.930 |
Low: |
2.680 |
Previous Close: |
2.910 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-30.40% |
1 Month |
|
|
-54.81% |
3 Months |
|
|
-57.05% |
YTD |
|
|
-57.25% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.230 |
2.910 |
1M High / 1M Low: |
6.130 |
2.910 |
6M High / 6M Low: |
8.290 |
2.910 |
High (YTD): |
2024-04-18 |
8.290 |
Low (YTD): |
2024-08-15 |
2.910 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.598 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.713 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.557 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.52% |
Volatility 6M: |
|
98.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |