UniCredit Put 120 CFR 18.12.2024/  DE000HD78077  /

EUWAX
10/9/2024  8:45:57 PM Chg.-0.040 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.320EUR -11.11% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 120.00 CHF 12/18/2024 Put
 

Master data

WKN: HD7807
Issuer: UniCredit
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Put
Strike price: 120.00 CHF
Maturity: 12/18/2024
Issue date: 7/22/2024
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -33.44
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.31
Parity: -0.96
Time value: 0.41
Break-even: 123.36
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.65
Spread abs.: 0.07
Spread %: 20.59%
Delta: -0.28
Theta: -0.05
Omega: -9.39
Rho: -0.08
 

Quote data

Open: 0.400
High: 0.400
Low: 0.320
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month
  -64.44%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.290
1M High / 1M Low: 0.990 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.633
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   270.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -