UniCredit Put 60 BNR 18.12.2024
/ DE000HC8S2V9
UniCredit Put 60 BNR 18.12.2024/ DE000HC8S2V9 /
| 14/06/2024 19:39:56 |
Chg.+0.010 |
Bid21:59:37 |
Ask21:59:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+5.26% |
0.190
Bid Size: 15,000 |
0.230
Ask Size: 15,000 |
BRENNTAG SE NA O.N. |
60.00 - |
18/12/2024 |
Put |
Master data
| WKN: |
HC8S2V |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
17/08/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-29.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-0.54 |
| Time value: |
0.22 |
| Break-even: |
57.80 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.04 |
| Spread %: |
22.22% |
| Delta: |
-0.26 |
| Theta: |
-0.01 |
| Omega: |
-7.75 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.200 |
| High: |
0.230 |
| Low: |
0.200 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
+53.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.160 |
| 1M High / 1M Low: |
0.210 |
0.150 |
| 6M High / 6M Low: |
0.210 |
0.070 |
| High (YTD): |
06/06/2024 |
0.210 |
| Low (YTD): |
06/03/2024 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.132 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.08% |
| Volatility 6M: |
|
193.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
