UC WAR. PUT 12/24 PER/ DE000HC9AAK8 /
2024-08-29 9:45:11 PM | Chg.-0.2400 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.0700EUR | -10.39% | 2.0600 Bid Size: 6,000 |
2.1000 Ask Size: 6,000 |
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: | -5.38 |
Leverage: | Yes |
Calculated values
Fair value: | 2.14 |
---|---|
Intrinsic value: | 2.14 |
Implied volatility: | 0.37 |
Historic volatility: | 0.22 |
Parity: | 2.14 |
Time value: | 0.25 |
Break-even: | 126.10 |
Moneyness: | 1.17 |
Premium: | 0.02 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.15 |
Spread %: | 6.70% |
Delta: | -0.72 |
Theta: | -0.03 |
Omega: | -3.88 |
Rho: | -0.35 |
Quote data
Open: | 2.2100 |
---|---|
High: | 2.2100 |
Low: | 1.6700 |
Previous Close: | 2.3100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -21.29% | ||
---|---|---|---|
1 Month | -19.77% | ||
3 Months | +8.38% | ||
YTD | +78.45% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.6300 | 2.3100 |
---|---|---|
1M High / 1M Low: | 2.9900 | 2.3100 |
6M High / 6M Low: | 2.9900 | 1.0700 |
High (YTD): | 2024-08-06 | 2.9900 |
Low (YTD): | 2024-02-27 | 0.9400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.4680 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.7539 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.9431 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 75.43% | |
Volatility 6M: | 87.35% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |