UC WAR. PUT 06/24 PER/ DE000HC96766 /
| 5/28/2024 9:46:09 PM | Chg.+0.1400 | Bid9:59:07 PM | Ask9:59:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0400EUR | +15.56% | 1.0100 Bid Size: 4,000 |
1.0900 Ask Size: 4,000 |
PERNOD RICARD ... | 150.00 - | 6/19/2024 | Put |
Master data
| WKN: | HC9676 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PERNOD RICARD O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 150.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 9/11/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -15.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.89 |
|---|---|
| Intrinsic value: | 0.87 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.21 |
| Parity: | 0.87 |
| Time value: | 0.04 |
| Break-even: | 140.90 |
| Moneyness: | 1.06 |
| Premium: | 0.00 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.04 |
| Spread %: | 4.60% |
| Delta: | -0.83 |
| Theta: | -0.03 |
| Omega: | -12.86 |
| Rho: | -0.08 |
Quote data
| Open: | 0.8900 |
|---|---|
| High: | 1.0400 |
| Low: | 0.8800 |
| Previous Close: | 0.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +79.31% | ||
|---|---|---|---|
| 1 Month | +14.29% | ||
| 3 Months | +96.23% | ||
| YTD | +62.50% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9300 | 0.5800 |
|---|---|---|
| 1M High / 1M Low: | 1.0000 | 0.3500 |
| 6M High / 6M Low: | 1.3600 | 0.3500 |
| High (YTD): | 1/22/2024 | 1.3600 |
| Low (YTD): | 5/16/2024 | 0.3500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6665 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7699 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 241.51% | |
| Volatility 6M: | 169.19% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
