UniCredit Put 40 ACR 18.12.2024
/ DE000HC7M877
UniCredit Put 40 ACR 18.12.2024/ DE000HC7M877 /
| 2024-06-07 8:30:27 PM |
Chg.- |
Bid10:13:15 AM |
Ask10:13:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.12EUR |
- |
3.45
Bid Size: 6,000 |
3.49
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: |
-5.57 |
| Rho: |
-0.11 |
Quote data
| Open: |
3.09 |
| High: |
3.22 |
| Low: |
3.09 |
| Previous Close: |
3.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.89% |
| 1 Month |
|
|
+9.86% |
| 3 Months |
|
|
-13.81% |
| YTD |
|
|
-53.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.18 |
3.00 |
| 1M High / 1M Low: |
3.31 |
2.64 |
| 6M High / 6M Low: |
6.95 |
2.24 |
| High (YTD): |
2024-01-05 |
6.95 |
| Low (YTD): |
2024-03-26 |
2.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.80% |
| Volatility 6M: |
|
94.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
