UniCredit Put 40 ACR 18.12.2024
/ DE000HC7M877
UniCredit Put 40 ACR 18.12.2024/ DE000HC7M877 /
| 2024-06-10 9:25:04 AM |
Chg.+0.500 |
Bid9:35:39 AM |
Ask9:35:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.600EUR |
+16.13% |
3.550
Bid Size: 6,000 |
3.590
Ask Size: 6,000 |
ACCOR SA INH. ... |
40.00 - |
2024-12-18 |
Put |
Master data
| WKN: |
HC7M87 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ACCOR SA INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
1.04 |
| Time value: |
2.27 |
| Break-even: |
36.69 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.21 |
| Spread %: |
6.77% |
| Delta: |
-0.47 |
| Theta: |
-0.01 |
| Omega: |
-5.56 |
| Rho: |
-0.11 |
Quote data
| Open: |
3.600 |
| High: |
3.600 |
| Low: |
3.600 |
| Previous Close: |
3.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.21% |
| 1 Month |
|
|
+25.87% |
| 3 Months |
|
|
-1.91% |
| YTD |
|
|
-46.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.190 |
3.020 |
| 1M High / 1M Low: |
3.310 |
2.630 |
| 6M High / 6M Low: |
6.950 |
2.250 |
| High (YTD): |
2024-01-05 |
6.950 |
| Low (YTD): |
2024-03-26 |
2.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.955 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.162 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.33% |
| Volatility 6M: |
|
92.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
