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: |
|
- |
