UniCredit Put 20 1U1 18.09.2024
/ DE000HC9D4K4
UniCredit Put 20 1U1 18.09.2024/ DE000HC9D4K4 /
| 2024-05-20 3:55:38 PM |
Chg.-0.010 |
Bid4:07:54 PM |
Ask4:07:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.870EUR |
-0.35% |
2.900
Bid Size: 25,000 |
2.940
Ask Size: 25,000 |
1+1 AG INH O.N. |
20.00 - |
2024-09-18 |
Put |
Master data
| WKN: |
HC9D4K |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-09-21 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
2.42 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.33 |
| Parity: |
2.42 |
| Time value: |
0.59 |
| Break-even: |
16.99 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.18 |
| Spread %: |
6.36% |
| Delta: |
-0.65 |
| Theta: |
0.00 |
| Omega: |
-3.80 |
| Rho: |
-0.05 |
Quote data
| Open: |
2.950 |
| High: |
2.980 |
| Low: |
2.820 |
| Previous Close: |
2.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.70% |
| 1 Month |
|
|
-32.79% |
| 3 Months |
|
|
-11.15% |
| YTD |
|
|
-13.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.970 |
2.850 |
| 1M High / 1M Low: |
4.230 |
2.850 |
| 6M High / 6M Low: |
4.820 |
2.640 |
| High (YTD): |
2024-03-22 |
4.600 |
| Low (YTD): |
2024-01-24 |
2.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.609 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.736 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.88% |
| Volatility 6M: |
|
75.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
