UniCredit Put 79.1632 OEWA 18.09.2024
/ DE000HC9XTF0
UniCredit Put 79.1632 OEWA 18.09..../ DE000HC9XTF0 /
09/08/2024 13:53:48 |
Chg.+0.060 |
Bid16:13:21 |
Ask16:13:21 |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
+14.63% |
0.520 Bid Size: 50,000 |
0.530 Ask Size: 50,000 |
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: |
-14.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.30 |
Implied volatility: |
0.36 |
Historic volatility: |
0.27 |
Parity: |
0.30 |
Time value: |
0.22 |
Break-even: |
74.02 |
Moneyness: |
1.04 |
Premium: |
0.03 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.22 |
Spread %: |
73.33% |
Delta: |
-0.59 |
Theta: |
-0.04 |
Omega: |
-8.75 |
Rho: |
-0.05 |
Quote data
Open: |
0.450 |
High: |
0.470 |
Low: |
0.450 |
Previous Close: |
0.410 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.90% |
1 Month |
|
|
-9.62% |
3 Months |
|
|
-52.04% |
YTD |
|
|
-32.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.740 |
0.410 |
1M High / 1M Low: |
0.740 |
0.410 |
6M High / 6M Low: |
1.970 |
0.410 |
High (YTD): |
14/02/2024 |
1.970 |
Low (YTD): |
08/08/2024 |
0.410 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.558 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.545 |
Avg. volume 1M: |
|
1,652.174 |
Avg. price 6M: |
|
1.033 |
Avg. volume 6M: |
|
2,724.409 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
315.99% |
Volatility 6M: |
|
174.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |