UniCredit Put 90 SNW 19.06.2024
/ DE000HC3V463
UniCredit Put 90 SNW 19.06.2024/ DE000HC3V463 /
2024-05-22 3:15:13 PM |
Chg.-0.54 |
Bid5:07:04 PM |
Ask5:07:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.58EUR |
-25.47% |
1.29 Bid Size: 15,000 |
1.33 Ask Size: 15,000 |
SANOFI SA INHABER ... |
90.00 - |
2024-06-19 |
Put |
Master data
WKN: |
HC3V46 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
SANOFI SA INHABER EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 - |
Maturity: |
2024-06-19 |
Issue date: |
2023-02-07 |
Last trading day: |
2024-06-18 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-53.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.43 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.26 |
Parity: |
0.00 |
Time value: |
1.68 |
Break-even: |
88.32 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.12 |
Spread %: |
7.69% |
Delta: |
-0.47 |
Theta: |
-0.03 |
Omega: |
-25.01 |
Rho: |
-0.03 |
Quote data
Open: |
1.66 |
High: |
1.66 |
Low: |
1.58 |
Previous Close: |
2.12 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.60% |
1 Month |
|
|
-66.24% |
3 Months |
|
|
-63.08% |
YTD |
|
|
-59.17% |
1 Year |
|
|
-43.97% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.12 |
1.54 |
1M High / 1M Low: |
4.99 |
0.98 |
6M High / 6M Low: |
5.87 |
0.98 |
High (YTD): |
2024-04-18 |
5.87 |
Low (YTD): |
2024-05-13 |
0.98 |
52W High: |
2023-10-27 |
5.94 |
52W Low: |
2024-05-13 |
0.98 |
Avg. price 1W: |
|
1.86 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.53 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.01 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.35 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
282.18% |
Volatility 6M: |
|
152.07% |
Volatility 1Y: |
|
223.17% |
Volatility 3Y: |
|
- |