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: |
|
- |
