UC WAR. PUT 06/24 NOA3/ DE000HC9XQK6 /
| 2024-05-03 9:45:23 PM | Chg.0.0000 | Bid9:59:04 PM | Ask9:59:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0300EUR | 0.00% | 0.0120 Bid Size: 20,000 |
0.0460 Ask Size: 20,000 |
NOKIA OYJ EO-,06 | 3.00 EUR | 2024-06-19 | Put |
Master data
| WKN: | HC9XQK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NOKIA OYJ EO-,06 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 3.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -74.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.27 |
| Parity: | -0.42 |
| Time value: | 0.05 |
| Break-even: | 2.95 |
| Moneyness: | 0.88 |
| Premium: | 0.14 |
| Premium p.a.: | 1.75 |
| Spread abs.: | 0.03 |
| Spread %: | 283.33% |
| Delta: | -0.16 |
| Theta: | 0.00 |
| Omega: | -11.97 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0300 |
|---|---|
| High: | 0.0300 |
| Low: | 0.0300 |
| Previous Close: | 0.0300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.92% | ||
|---|---|---|---|
| 1 Month | -72.73% | ||
| 3 Months | -75.00% | ||
| YTD | -88.46% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.0340 | 0.0300 |
|---|---|---|
| 1M High / 1M Low: | 0.1400 | 0.0300 |
| 6M High / 6M Low: | 0.3700 | 0.0300 |
| High (YTD): | 2024-01-03 | 0.2400 |
| Low (YTD): | 2024-05-03 | 0.0300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0777 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1577 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 235.06% | |
| Volatility 6M: | 182.92% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
