UniCredit Put 150 WCH 19.06.2024
/ DE000HC4L9C5
UniCredit Put 150 WCH 19.06.2024/ DE000HC4L9C5 /
| 10/05/2024 16:21:26 |
Chg.- |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.88EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
WACKER CHEMIE ... |
150.00 - |
19/06/2024 |
Put |
Master data
| WKN: |
HC4L9C |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
WACKER CHEMIE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
19/06/2024 |
| Issue date: |
28/02/2023 |
| Last trading day: |
13/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.42 |
| Intrinsic value: |
4.42 |
| Implied volatility: |
1.65 |
| Historic volatility: |
0.34 |
| Parity: |
4.42 |
| Time value: |
0.51 |
| Break-even: |
100.70 |
| Moneyness: |
1.42 |
| Premium: |
0.05 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.09 |
| Spread %: |
1.86% |
| Delta: |
-0.74 |
| Theta: |
-0.30 |
| Omega: |
-1.60 |
| Rho: |
-0.08 |
Quote data
| Open: |
4.94 |
| High: |
4.94 |
| Low: |
4.88 |
| Previous Close: |
4.85 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.41% |
| 3 Months |
|
|
-2.40% |
| YTD |
|
|
+22.61% |
| 1 Year |
|
|
+50.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.06 |
4.62 |
| 6M High / 6M Low: |
5.93 |
3.56 |
| High (YTD): |
17/01/2024 |
5.93 |
| Low (YTD): |
08/04/2024 |
3.56 |
| 52W High: |
17/01/2024 |
5.93 |
| 52W Low: |
15/09/2023 |
2.27 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.82 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
51.97% |
| Volatility 6M: |
|
74.42% |
| Volatility 1Y: |
|
80.38% |
| Volatility 3Y: |
|
- |
