UniCredit Put 20 ARRD 18.09.2024
/ DE000HC9XQH2
UniCredit Put 20 ARRD 18.09.2024/ DE000HC9XQH2 /
14/08/2024 19:31:29 |
Chg.+0.020 |
Bid21:59:15 |
Ask21:59:15 |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
+2.74% |
- Bid Size: - |
- Ask Size: - |
ARCELORMITTAL S.A. N... |
20.00 - |
18/09/2024 |
Put |
Master data
WKN: |
HC9XQH |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 - |
Maturity: |
18/09/2024 |
Issue date: |
17/10/2023 |
Last trading day: |
17/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-31.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.78 |
Historic volatility: |
0.25 |
Parity: |
-3.54 |
Time value: |
0.75 |
Break-even: |
19.25 |
Moneyness: |
0.85 |
Premium: |
0.18 |
Premium p.a.: |
4.72 |
Spread abs.: |
0.05 |
Spread %: |
7.14% |
Delta: |
-0.21 |
Theta: |
-0.02 |
Omega: |
-6.54 |
Rho: |
-0.01 |
Quote data
Open: |
0.850 |
High: |
0.850 |
Low: |
0.710 |
Previous Close: |
0.730 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+2.74% |
1 Month |
|
|
+70.45% |
3 Months |
|
|
+82.93% |
YTD |
|
|
-7.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.600 |
1M High / 1M Low: |
1.210 |
0.440 |
6M High / 6M Low: |
1.210 |
0.250 |
High (YTD): |
05/08/2024 |
1.210 |
Low (YTD): |
03/06/2024 |
0.250 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.688 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.661 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.557 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
393.99% |
Volatility 6M: |
|
234.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |