UniCredit Put 79.1632 OEWA 18.09.2024
/ DE000HC9XTF0
UniCredit Put 79.1632 OEWA 18.09..../ DE000HC9XTF0 /
| 12/07/2024 13:56:45 |
Chg.+0.020 |
Bid16:14:22 |
Ask16:14:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+4.35% |
0.440
Bid Size: 60,000 |
0.450
Ask Size: 60,000 |
VERBUND AG INH... |
79.1632 - |
18/09/2024 |
Put |
Master data
| WKN: |
HC9XTF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
79.16 - |
| Maturity: |
18/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
9.89:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
0.18 |
| Time value: |
0.32 |
| Break-even: |
74.22 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.05 |
| Spread %: |
11.11% |
| Delta: |
-0.52 |
| Theta: |
-0.03 |
| Omega: |
-8.14 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.480 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
-15.79% |
| 3 Months |
|
|
-62.50% |
| YTD |
|
|
-31.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.420 |
| 1M High / 1M Low: |
0.730 |
0.420 |
| 6M High / 6M Low: |
1.970 |
0.420 |
| High (YTD): |
14/02/2024 |
1.970 |
| Low (YTD): |
05/07/2024 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.569 |
| Avg. volume 1M: |
|
8,590.909 |
| Avg. price 6M: |
|
1.115 |
| Avg. volume 6M: |
|
2,425.197 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.60% |
| Volatility 6M: |
|
128.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
