UC WAR. PUT 09/24 SQU/ DE000HC9XSC9 /
2024-06-07 9:46:36 PM | Chg.+0.0330 | Bid9:59:04 PM | Ask9:59:04 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1200EUR | +37.93% | 0.1100 Bid Size: 20,000 |
0.1400 Ask Size: 20,000 |
VINCI S.A. INH. EO... | 100.00 - | 2024-09-18 | Put |
Master data
WKN: | HC9XSC |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VINCI S.A. INH. EO 2,50 |
Type: | Warrant |
Option type: | Put |
Strike price: | 100.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-10-17 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -79.11 |
Leverage: | Yes |
Calculated values
Fair value: | 0.03 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.24 |
Historic volatility: | 0.15 |
Parity: | -1.08 |
Time value: | 0.14 |
Break-even: | 98.60 |
Moneyness: | 0.90 |
Premium: | 0.11 |
Premium p.a.: | 0.45 |
Spread abs.: | 0.03 |
Spread %: | 27.27% |
Delta: | -0.17 |
Theta: | -0.02 |
Omega: | -13.70 |
Rho: | -0.06 |
Quote data
Open: | 0.0870 |
---|---|
High: | 0.1200 |
Low: | 0.0870 |
Previous Close: | 0.0870 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +46.34% | ||
---|---|---|---|
1 Month | +9.09% | ||
3 Months | -33.33% | ||
YTD | -65.71% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1200 | 0.0770 |
---|---|---|
1M High / 1M Low: | 0.1200 | 0.0740 |
6M High / 6M Low: | 0.3700 | 0.0740 |
High (YTD): | 2024-01-03 | 0.3700 |
Low (YTD): | 2024-05-28 | 0.0740 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0904 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0882 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2141 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 175.72% | |
Volatility 6M: | 130.39% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |