UniCredit Put 20 ARRD 18.09.2024/  DE000HC9XQH2  /

Frankfurt Zert./HVB
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:   -