UniCredit Put 40 DHL 19.06.2024/  DE000HC2NZH9  /

Frankfurt Zert./HVB
6/5/2024  1:15:55 PM Chg.-0.030 Bid9:59:00 PM Ask6/5/2024 Underlying Strike price Expiration date Option type
0.110EUR -21.43% -
Bid Size: -
-
Ask Size: -
DEUTSCHE POST AG NA ... 40.00 - 6/19/2024 Put
 

Master data

WKN: HC2NZH
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 6/19/2024
Issue date: 12/19/2022
Last trading day: 6/5/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -28.01
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.08
Implied volatility: 0.42
Historic volatility: 0.20
Parity: 0.08
Time value: 0.06
Break-even: 38.60
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 1.02
Spread abs.: 0.08
Spread %: 125.81%
Delta: -0.61
Theta: -0.06
Omega: -17.08
Rho: -0.01
 

Quote data

Open: 0.130
High: 0.140
Low: 0.110
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -8.33%
3 Months
  -63.33%
YTD
  -26.67%
1 Year
  -64.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.110
1M High / 1M Low: 0.170 0.073
6M High / 6M Low: 0.370 0.073
High (YTD): 4/25/2024 0.370
Low (YTD): 5/16/2024 0.073
52W High: 10/26/2023 0.560
52W Low: 5/16/2024 0.073
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.186
Avg. volume 6M:   0.000
Avg. price 1Y:   0.241
Avg. volume 1Y:   0.000
Volatility 1M:   347.70%
Volatility 6M:   213.50%
Volatility 1Y:   176.05%
Volatility 3Y:   -