UniCredit Put 2.6862 AUKUF 18.09.2024
/ DE000HC9M204
UniCredit Put 2.6862 AUKUF 18.09..../ DE000HC9M204 /
| 2024-04-05 1:29:10 PM |
Chg.+0.080 |
Bid9:59:15 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.220EUR |
+2.55% |
-
Bid Size: - |
-
Ask Size: - |
AMS-OSRAM AG |
2.6862 - |
2024-09-18 |
Put |
Master data
| WKN: |
HC9M20 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AMS-OSRAM AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2.69 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2024-04-05 |
| Ratio: |
1:1.86 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-0.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
2.75 |
| Implied volatility: |
1.93 |
| Historic volatility: |
0.92 |
| Parity: |
2.75 |
| Time value: |
0.47 |
| Break-even: |
0.96 |
| Moneyness: |
2.22 |
| Premium: |
0.21 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.10 |
| Spread %: |
3.21% |
| Delta: |
-0.53 |
| Theta: |
0.00 |
| Omega: |
-0.37 |
| Rho: |
-0.01 |
Quote data
| Open: |
3.200 |
| High: |
3.240 |
| Low: |
3.200 |
| Previous Close: |
3.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.55% |
| 3 Months |
|
|
+97.55% |
| YTD |
|
|
+92.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.220 |
3.140 |
| 6M High / 6M Low: |
3.250 |
1.310 |
| High (YTD): |
2024-03-19 |
3.250 |
| Low (YTD): |
2024-02-27 |
1.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.180 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.144 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
169.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
