UniCredit Put 150 CFRHF 18.09.2024
/ DE000HD62GA1
UniCredit Put 150 CFRHF 18.09.202.../ DE000HD62GA1 /
2024-07-11 8:50:41 PM |
Chg.-0.12 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.20EUR |
-9.09% |
- Bid Size: - |
- Ask Size: - |
Compagnie Financiere... |
150.00 - |
2024-09-18 |
Put |
Master data
WKN: |
HD62GA |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Compagnie Financiere Richemont AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 - |
Maturity: |
2024-09-18 |
Issue date: |
2024-06-03 |
Last trading day: |
2024-09-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-10.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.15 |
Intrinsic value: |
0.78 |
Implied volatility: |
0.38 |
Historic volatility: |
0.30 |
Parity: |
0.78 |
Time value: |
0.55 |
Break-even: |
136.70 |
Moneyness: |
1.05 |
Premium: |
0.04 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.04 |
Spread %: |
3.10% |
Delta: |
-0.58 |
Theta: |
-0.06 |
Omega: |
-6.20 |
Rho: |
-0.18 |
Quote data
Open: |
1.19 |
High: |
1.23 |
Low: |
1.19 |
Previous Close: |
1.32 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.76% |
1 Month |
|
|
+23.71% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.45 |
1.26 |
1M High / 1M Low: |
1.50 |
0.93 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.36 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.26 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
157.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |