UniCredit Put 150 PER 19.06.2024
/ DE000HC96766
UniCredit Put 150 PER 19.06.2024/ DE000HC96766 /
| 5/24/2024 8:54:11 PM |
Chg.+0.040 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+4.60% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-15.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
0.90 |
| Time value: |
0.04 |
| Break-even: |
140.60 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
4.44% |
| Delta: |
-0.83 |
| Theta: |
-0.03 |
| Omega: |
-12.38 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.900 |
| High: |
0.940 |
| Low: |
0.880 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+139.47% |
| 1 Month |
|
|
+1.11% |
| 3 Months |
|
|
+78.43% |
| YTD |
|
|
+44.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.410 |
| 1M High / 1M Low: |
0.980 |
0.340 |
| 6M High / 6M Low: |
1.350 |
0.340 |
| High (YTD): |
1/22/2024 |
1.350 |
| Low (YTD): |
5/16/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.648 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.749 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.95% |
| Volatility 6M: |
|
175.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
