UniCredit Put 150 PER 19.06.2024
/ DE000HC96766
UniCredit Put 150 PER 19.06.2024/ DE000HC96766 /
| 5/28/2024 7:12:21 PM |
Chg.+0.170 |
Bid8:19:36 PM |
Ask8:19:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
+19.54% |
1.040
Bid Size: 4,000 |
1.090
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: |
0.910 |
| High: |
1.040 |
| Low: |
0.910 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+96.23% |
| 1 Month |
|
|
+15.56% |
| 3 Months |
|
|
+96.23% |
| YTD |
|
|
+65.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.530 |
| 1M High / 1M Low: |
0.980 |
0.340 |
| 6M High / 6M Low: |
1.350 |
0.340 |
| High (YTD): |
1/22/2024 |
1.350 |
| Low (YTD): |
5/16/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.646 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.751 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.74% |
| Volatility 6M: |
|
173.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
