UniCredit Put 120 PER 18.12.2024
/ DE000HD6BZ97
UniCredit Put 120 PER 18.12.2024/ DE000HD6BZ97 /
| 14/11/2024 09:39:02 |
Chg.+0.07 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
+5.98% |
-
Bid Size: - |
-
Ask Size: - |
PERNOD RICARD ... |
120.00 - |
18/12/2024 |
Put |
Master data
| WKN: |
HD6BZ9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
PERNOD RICARD O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
18/06/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
1.05 |
| Time value: |
0.13 |
| Break-even: |
108.20 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
3.51% |
| Delta: |
-0.76 |
| Theta: |
-0.05 |
| Omega: |
-7.08 |
| Rho: |
-0.09 |
Quote data
| Open: |
1.24 |
| High: |
1.24 |
| Low: |
1.24 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.98% |
| 1 Month |
|
|
+175.56% |
| 3 Months |
|
|
+82.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
0.91 |
| 1M High / 1M Low: |
1.17 |
0.27 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
301.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
