UniCredit Put 150 JNJ 19.06.2024
/ DE000HC3J0X5
UniCredit Put 150 JNJ 19.06.2024/ DE000HC3J0X5 /
| 2024-06-05 1:02:03 PM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
JOHNSON + JOHNSON ... |
150.00 - |
2024-06-19 |
Put |
Master data
| WKN: |
HC3J0X |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
JOHNSON + JOHNSON DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-01-26 |
| Last trading day: |
2024-06-05 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-46.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
- |
| Historic volatility: |
0.15 |
| Parity: |
1.38 |
| Time value: |
-1.09 |
| Break-even: |
147.10 |
| Moneyness: |
1.10 |
| Premium: |
-0.08 |
| Premium p.a.: |
-0.94 |
| Spread abs.: |
-0.10 |
| Spread %: |
-25.64% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.250 |
| High: |
0.260 |
| Low: |
0.250 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.78% |
| 1 Month |
|
|
-16.13% |
| 3 Months |
|
|
+44.44% |
| YTD |
|
|
-40.91% |
| 1 Year |
|
|
-57.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.260 |
| 1M High / 1M Low: |
0.550 |
0.071 |
| 6M High / 6M Low: |
0.690 |
0.071 |
| High (YTD): |
2024-04-16 |
0.690 |
| Low (YTD): |
2024-05-22 |
0.071 |
| 52W High: |
2023-10-27 |
1.090 |
| 52W Low: |
2024-05-22 |
0.071 |
| Avg. price 1W: |
|
0.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.320 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.442 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
806.18% |
| Volatility 6M: |
|
362.47% |
| Volatility 1Y: |
|
276.82% |
| Volatility 3Y: |
|
- |
