UniCredit Put 40 DHL 19.06.2024/  DE000HC2NZH9  /

EUWAX
2024-06-05  8:54:05 AM Chg.-0.010 Bid12:35:06 PM Ask12:35:06 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.110
Bid Size: 350,000
-
Ask Size: -
DEUTSCHE POST AG NA ... 40.00 - 2024-06-19 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: 2024-06-19
Issue date: 2022-12-19
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -25.71
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.14
Implied volatility: 0.19
Historic volatility: 0.20
Parity: 0.14
Time value: 0.01
Break-even: 38.50
Moneyness: 1.04
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 7.14%
Delta: -0.83
Theta: -0.01
Omega: -21.29
Rho: -0.01
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -40.91%
3 Months
  -27.78%
YTD
  -13.33%
1 Year
  -58.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.140
1M High / 1M Low: 0.190 0.075
6M High / 6M Low: 0.370 0.075
High (YTD): 2024-04-25 0.370
Low (YTD): 2024-05-16 0.075
52W High: 2023-10-26 0.550
52W Low: 2024-05-16 0.075
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.133
Avg. volume 1M:   0.000
Avg. price 6M:   0.185
Avg. volume 6M:   0.000
Avg. price 1Y:   0.242
Avg. volume 1Y:   0.000
Volatility 1M:   318.96%
Volatility 6M:   206.42%
Volatility 1Y:   172.45%
Volatility 3Y:   -