UniCredit Put 150 PER 19.06.2024
/ DE000HC96766
UniCredit Put 150 PER 19.06.2024/ DE000HC96766 /
| 5/23/2024 7:31:23 PM |
Chg.+0.170 |
Bid9:59:00 PM |
Ask9:59:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+25.37% |
0.840
Bid Size: 6,000 |
0.880
Ask Size: 6,000 |
PERNOD RICARD ... |
150.00 - |
6/19/2024 |
Put |
Master data
| WKN: |
HC9676 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
PERNOD RICARD O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
6/19/2024 |
| Issue date: |
9/11/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
0.58 |
| Time value: |
0.25 |
| Break-even: |
141.70 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.17 |
| Spread %: |
25.76% |
| Delta: |
-0.64 |
| Theta: |
-0.08 |
| Omega: |
-11.20 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.650 |
| High: |
0.840 |
| Low: |
0.650 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+140.00% |
| 1 Month |
|
|
+2.44% |
| 3 Months |
|
|
+61.54% |
| YTD |
|
|
+31.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.350 |
| 1M High / 1M Low: |
1.030 |
0.350 |
| 6M High / 6M Low: |
1.360 |
0.350 |
| High (YTD): |
1/22/2024 |
1.360 |
| Low (YTD): |
5/16/2024 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.673 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.748 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.71% |
| Volatility 6M: |
|
173.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
