UniCredit Put 15 GSK 18.09.2024
/ DE000HC9M3A6
UniCredit Put 15 GSK 18.09.2024/ DE000HC9M3A6 /
| 10/07/2024 17:08:29 |
Chg.+0.060 |
Bid18:12:55 |
Ask18:12:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+8.82% |
0.720
Bid Size: 6,000 |
0.750
Ask Size: 6,000 |
GSK PLC LS-,3125 |
15.00 - |
18/09/2024 |
Put |
Master data
| WKN: |
HC9M3A |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
GSK PLC LS-,3125 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
02/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.22 |
| Parity: |
-2.83 |
| Time value: |
0.72 |
| Break-even: |
14.28 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
1.58 |
| Spread abs.: |
0.05 |
| Spread %: |
7.46% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-5.39 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.680 |
| High: |
0.740 |
| Low: |
0.680 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+105.56% |
| 3 Months |
|
|
+25.42% |
| YTD |
|
|
-47.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.680 |
| 1M High / 1M Low: |
0.770 |
0.320 |
| 6M High / 6M Low: |
1.090 |
0.060 |
| High (YTD): |
02/01/2024 |
1.260 |
| Low (YTD): |
27/05/2024 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.494 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.512 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
348.14% |
| Volatility 6M: |
|
533.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
