UniCredit Put 100 SNW 18.09.2024
/ DE000HC9Z7U0
UniCredit Put 100 SNW 18.09.2024/ DE000HC9Z7U0 /
8/16/2024 5:57:23 PM |
Chg.-0.20 |
Bid6:56:26 PM |
Ask6:56:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.76EUR |
-6.76% |
2.77 Bid Size: 4,000 |
2.86 Ask Size: 4,000 |
SANOFI SA INHABER ... |
100.00 - |
9/18/2024 |
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: |
9/18/2024 |
Issue date: |
10/17/2023 |
Last trading day: |
9/17/2024 |
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: |
2.80 |
High: |
2.84 |
Low: |
2.76 |
Previous Close: |
2.96 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.17% |
1 Month |
|
|
-54.83% |
3 Months |
|
|
-57.54% |
YTD |
|
|
-57.34% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.37 |
2.96 |
1M High / 1M Low: |
6.11 |
2.96 |
6M High / 6M Low: |
8.21 |
2.96 |
High (YTD): |
4/18/2024 |
8.21 |
Low (YTD): |
8/15/2024 |
2.96 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.66 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.66 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.53 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
200.29% |
Volatility 6M: |
|
112.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |