UniCredit Put 20 VAS 18.09.2024
/ DE000HC9XTV7
UniCredit Put 20 VAS 18.09.2024/ DE000HC9XTV7 /
| 2024-05-02 12:47:39 PM |
Chg.0.000 |
Bid12:50:22 PM |
Ask12:50:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
0.00% |
0.470
Bid Size: 10,000 |
0.510
Ask Size: 10,000 |
VOESTALPINE AG |
20.00 EUR |
2024-09-18 |
Put |
Master data
| WKN: |
HC9XTV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-39.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.25 |
| Parity: |
-5.12 |
| Time value: |
0.64 |
| Break-even: |
19.36 |
| Moneyness: |
0.80 |
| Premium: |
0.23 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.20 |
| Spread %: |
45.45% |
| Delta: |
-0.15 |
| Theta: |
-0.01 |
| Omega: |
-6.08 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.480 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-2.04% |
| 3 Months |
|
|
-21.31% |
| YTD |
|
|
-27.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.440 |
| 1M High / 1M Low: |
0.630 |
0.240 |
| 6M High / 6M Low: |
1.470 |
0.240 |
| High (YTD): |
2024-01-11 |
0.880 |
| Low (YTD): |
2024-04-11 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.487 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.727 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
356.08% |
| Volatility 6M: |
|
189.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
