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: |
|
- |