UniCredit Put 79.1632 OEWA 18.09.2024
/ DE000HC9XTF0
UniCredit Put 79.1632 OEWA 18.09..../ DE000HC9XTF0 /
| 2024-05-21 7:30:44 PM |
Chg.-0.050 |
Bid9:22:35 AM |
Ask9:22:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-6.25% |
0.770
Bid Size: 40,000 |
0.780
Ask Size: 40,000 |
VERBUND AG INH... |
79.1632 - |
2024-09-18 |
Put |
Master data
| WKN: |
HC9XTF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
79.16 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-17 |
| Ratio: |
9.89:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
0.60 |
| Time value: |
0.25 |
| Break-even: |
70.76 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
6.25% |
| Delta: |
-0.60 |
| Theta: |
-0.02 |
| Omega: |
-5.26 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.870 |
| High: |
0.880 |
| Low: |
0.750 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.32% |
| 1 Month |
|
|
-42.31% |
| 3 Months |
|
|
-60.53% |
| YTD |
|
|
+8.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.750 |
| 1M High / 1M Low: |
1.320 |
0.750 |
| 6M High / 6M Low: |
1.980 |
0.530 |
| High (YTD): |
2024-02-14 |
1.980 |
| Low (YTD): |
2024-01-09 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.145 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.05% |
| Volatility 6M: |
|
111.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
