UniCredit Put 100 NSRGF 18.12.2024
/ DE000HC7P2Z4
UniCredit Put 100 NSRGF 18.12.202.../ DE000HC7P2Z4 /
| 16/09/2024 10:28:40 |
Chg.- |
Bid21:59:53 |
Ask21:59:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Nestle S.A. |
100.00 - |
18/12/2024 |
Put |
Master data
| WKN: |
HC7P2Z |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Nestle S.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
26/06/2023 |
| Last trading day: |
16/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.20 |
| Parity: |
1.17 |
| Time value: |
0.22 |
| Break-even: |
86.10 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.15 |
| Spread %: |
12.10% |
| Delta: |
-0.70 |
| Theta: |
-0.03 |
| Omega: |
-4.46 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.35 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.29% |
| 3 Months |
|
|
+62.35% |
| YTD |
|
|
+56.82% |
| 1 Year |
|
|
+100.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.38 |
1.14 |
| 6M High / 6M Low: |
1.38 |
0.55 |
| High (YTD): |
16/09/2024 |
1.38 |
| Low (YTD): |
06/06/2024 |
0.55 |
| 52W High: |
16/09/2024 |
1.38 |
| 52W Low: |
06/06/2024 |
0.55 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.88 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
124.97% |
| Volatility 6M: |
|
150.44% |
| Volatility 1Y: |
|
130.87% |
| Volatility 3Y: |
|
- |
