UniCredit Put 150 PER 19.06.2024
/ DE000HC96766
UniCredit Put 150 PER 19.06.2024/ DE000HC96766 /
| 2024-05-13 1:19:33 PM |
Chg.+0.010 |
Bid1:58:39 PM |
Ask1:58:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+2.27% |
0.450
Bid Size: 60,000 |
0.460
Ask Size: 60,000 |
PERNOD RICARD ... |
150.00 EUR |
2024-06-19 |
Put |
Master data
| WKN: |
HC9676 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
PERNOD RICARD O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-09-11 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-32.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
0.07 |
| Time value: |
0.40 |
| Break-even: |
145.40 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.04 |
| Spread %: |
9.52% |
| Delta: |
-0.49 |
| Theta: |
-0.05 |
| Omega: |
-15.81 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.420 |
| High: |
0.470 |
| Low: |
0.420 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.13% |
| 1 Month |
|
|
-59.82% |
| 3 Months |
|
|
-36.62% |
| YTD |
|
|
-29.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.440 |
| 1M High / 1M Low: |
1.180 |
0.440 |
| 6M High / 6M Low: |
1.360 |
0.440 |
| High (YTD): |
2024-01-22 |
1.360 |
| Low (YTD): |
2024-05-10 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.865 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.756 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.70% |
| Volatility 6M: |
|
164.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
