UniCredit Put 80 HEN3 19.06.2024
/ DE000HC6S6S8
UniCredit Put 80 HEN3 19.06.2024/ DE000HC6S6S8 /
| 2024-05-02 7:33:24 PM |
Chg.+0.020 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+3.45% |
0.600
Bid Size: 10,000 |
0.620
Ask Size: 10,000 |
HENKEL AG+CO.KGAA VZ... |
80.00 - |
2024-06-19 |
Put |
Master data
| WKN: |
HC6S6S |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-05-17 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.14 |
| Parity: |
0.55 |
| Time value: |
0.05 |
| Break-even: |
74.00 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
5.26% |
| Delta: |
-0.76 |
| Theta: |
-0.01 |
| Omega: |
-9.47 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.570 |
| High: |
0.610 |
| Low: |
0.570 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.05% |
| 1 Month |
|
|
-3.23% |
| 3 Months |
|
|
-43.40% |
| YTD |
|
|
-28.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.580 |
| 1M High / 1M Low: |
1.030 |
0.580 |
| 6M High / 6M Low: |
1.290 |
0.580 |
| High (YTD): |
2024-03-04 |
1.210 |
| Low (YTD): |
2024-04-30 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.667 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.830 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.906 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.98% |
| Volatility 6M: |
|
108.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
