UniCredit Put 0.8 VODI 18.09.2024
/ DE000HC9M501
UniCredit Put 0.8 VODI 18.09.2024/ DE000HC9M501 /
| 2024-05-16 7:37:58 PM |
Chg.0.000 |
Bid8:00:51 PM |
Ask8:00:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
0.00% |
0.110
Bid Size: 80,000 |
0.120
Ask Size: 80,000 |
Vodafone Group PLC O... |
0.80 - |
2024-09-18 |
Put |
Master data
| WKN: |
HC9M50 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Vodafone Group PLC ORD USD0.20 20/21 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.80 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.27 |
| Parity: |
-0.08 |
| Time value: |
0.12 |
| Break-even: |
0.68 |
| Moneyness: |
0.91 |
| Premium: |
0.23 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
-0.32 |
| Theta: |
0.00 |
| Omega: |
-2.35 |
| Rho: |
0.00 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.100 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.11% |
| 1 Month |
|
|
-47.62% |
| 3 Months |
|
|
-47.62% |
| YTD |
|
|
-42.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.110 |
| 1M High / 1M Low: |
0.210 |
0.110 |
| 6M High / 6M Low: |
0.230 |
0.110 |
| High (YTD): |
2024-02-13 |
0.230 |
| Low (YTD): |
2024-05-15 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.181 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.186 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.36% |
| Volatility 6M: |
|
89.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
