UniCredit Put 15 CAR 18.12.2024
/ DE000HC7J8X4
UniCredit Put 15 CAR 18.12.2024/ DE000HC7J8X4 /
| 04/07/2024 19:20:23 |
Chg.-0.22 |
Bid04/07/2024 |
Ask04/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
-13.75% |
1.38
Bid Size: 35,000 |
1.40
Ask Size: 35,000 |
CARREFOUR S.A. INH.E... |
15.00 - |
18/12/2024 |
Put |
Master data
| WKN: |
HC7J8X |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
21/06/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
1.30 |
| Time value: |
0.34 |
| Break-even: |
13.37 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
2.52% |
| Delta: |
-0.62 |
| Theta: |
0.00 |
| Omega: |
-5.25 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.38 |
| Previous Close: |
1.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.13% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+14.05% |
| YTD |
|
|
+42.27% |
| 1 Year |
|
|
+20.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.96 |
1.60 |
| 1M High / 1M Low: |
1.96 |
0.92 |
| 6M High / 6M Low: |
1.96 |
0.62 |
| High (YTD): |
28/06/2024 |
1.96 |
| Low (YTD): |
13/05/2024 |
0.62 |
| 52W High: |
28/06/2024 |
1.96 |
| 52W Low: |
13/05/2024 |
0.62 |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.06 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
151.11% |
| Volatility 6M: |
|
134.51% |
| Volatility 1Y: |
|
114.96% |
| Volatility 3Y: |
|
- |
