UniCredit Put 120 PER 18.12.2024
/ DE000HD6BZ97
UniCredit Put 120 PER 18.12.2024/ DE000HD6BZ97 /
| 2024-08-01 9:31:53 AM |
Chg.+0.030 |
Bid11:35:02 AM |
Ask11:35:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+4.69% |
0.660
Bid Size: 100,000 |
0.670
Ask Size: 100,000 |
PERNOD RICARD ... |
120.00 EUR |
2024-12-18 |
Put |
Master data
| WKN: |
HD6BZ9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
PERNOD RICARD O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-06-18 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
-0.40 |
| Time value: |
0.69 |
| Break-even: |
113.10 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.04 |
| Spread %: |
6.15% |
| Delta: |
-0.37 |
| Theta: |
-0.03 |
| Omega: |
-6.62 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.52% |
| 1 Month |
|
|
-1.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.540 |
| 1M High / 1M Low: |
0.710 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.616 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.601 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
