UC WAR. PUT 12/24 PER/ DE000HC9AAK8 /
| 2024-08-02 9:45:24 PM | Chg.-0.0600 | Bid9:59:23 PM | Ask9:59:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.7800EUR | -2.11% | 2.7000 Bid Size: 3,000 |
2.8500 Ask Size: 3,000 |
PERNOD RICARD ... | 150.00 - | 2024-12-18 | Put |
Master data
| WKN: | HC9AAK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PERNOD RICARD O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 150.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-09-18 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -4.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.69 |
|---|---|
| Intrinsic value: | 2.69 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.22 |
| Parity: | 2.69 |
| Time value: | 0.17 |
| Break-even: | 121.50 |
| Moneyness: | 1.22 |
| Premium: | 0.01 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.15 |
| Spread %: | 5.56% |
| Delta: | -0.75 |
| Theta: | -0.02 |
| Omega: | -3.26 |
| Rho: | -0.46 |
Quote data
| Open: | 2.7400 |
|---|---|
| High: | 2.8400 |
| Low: | 2.7400 |
| Previous Close: | 2.8400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.83% | ||
|---|---|---|---|
| 1 Month | +27.52% | ||
| 3 Months | +72.67% | ||
| YTD | +139.66% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.8500 | 2.5800 |
|---|---|---|
| 1M High / 1M Low: | 2.8500 | 2.1800 |
| 6M High / 6M Low: | 2.8500 | 0.9400 |
| High (YTD): | 2024-07-30 | 2.8500 |
| Low (YTD): | 2024-02-27 | 0.9400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.7540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.5343 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7076 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 97.46% | |
| Volatility 6M: | 91.11% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
