UniCredit Put 20 DUE 18.09.2024
/ DE000HC9D6N3
UniCredit Put 20 DUE 18.09.2024/ DE000HC9D6N3 /
17/07/2024 13:29:44 |
Chg.+0.150 |
Bid14:31:31 |
Ask14:31:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
+20.00% |
0.800 Bid Size: 12,000 |
0.840 Ask Size: 12,000 |
DUERR AG O.N. |
20.00 - |
18/09/2024 |
Put |
Master data
WKN: |
HC9D6N |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
DUERR AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 - |
Maturity: |
18/09/2024 |
Issue date: |
21/09/2023 |
Last trading day: |
17/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-22.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.71 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.30 |
Parity: |
-0.56 |
Time value: |
0.91 |
Break-even: |
19.09 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.21 |
Spread %: |
30.00% |
Delta: |
-0.38 |
Theta: |
-0.01 |
Omega: |
-8.64 |
Rho: |
-0.02 |
Quote data
Open: |
0.860 |
High: |
0.900 |
Low: |
0.860 |
Previous Close: |
0.750 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.57% |
1 Month |
|
|
+40.63% |
3 Months |
|
|
+18.42% |
YTD |
|
|
-47.37% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.590 |
1M High / 1M Low: |
1.170 |
0.590 |
6M High / 6M Low: |
2.080 |
0.110 |
High (YTD): |
03/01/2024 |
2.150 |
Low (YTD): |
14/05/2024 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.686 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.846 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.047 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
223.49% |
Volatility 6M: |
|
418.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |