UniCredit Put 20 DUE 18.09.2024
/ DE000HC9D6N3
UniCredit Put 20 DUE 18.09.2024/ DE000HC9D6N3 /
| 16/08/2024 21:12:49 |
Chg.+0.090 |
Bid21:59:09 |
Ask21:59:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+11.84% |
0.530
Bid Size: 6,000 |
1.310
Ask Size: 6,000 |
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: |
-14.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.31 |
| Parity: |
0.60 |
| Time value: |
0.71 |
| Break-even: |
18.69 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.78 |
| Spread %: |
147.17% |
| Delta: |
-0.56 |
| Theta: |
-0.01 |
| Omega: |
-8.26 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.730 |
| High: |
0.900 |
| Low: |
0.730 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.66% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+214.81% |
| YTD |
|
|
-50.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.760 |
| 1M High / 1M Low: |
1.430 |
0.440 |
| 6M High / 6M Low: |
1.990 |
0.110 |
| High (YTD): |
03/01/2024 |
2.150 |
| Low (YTD): |
14/05/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.837 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.881 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
446.94% |
| Volatility 6M: |
|
453.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
