UniCredit Put 150 DRI 18.12.2024
/ DE000HC3LAZ6
UniCredit Put 150 DRI 18.12.2024/ DE000HC3LAZ6 /
| 13/09/2024 20:19:39 |
Chg.-0.020 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-4.26% |
-
Bid Size: - |
-
Ask Size: - |
Darden Restaurants I... |
150.00 - |
18/12/2024 |
Put |
Master data
| WKN: |
HC3LAZ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Darden Restaurants Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
27/01/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-32.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
0.53 |
| Time value: |
-0.08 |
| Break-even: |
145.50 |
| Moneyness: |
1.04 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.430 |
| High: |
0.460 |
| Low: |
0.430 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-56.31% |
| 3 Months |
|
|
-57.14% |
| YTD |
|
|
-42.31% |
| 1 Year |
|
|
-70.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.450 |
| 1M High / 1M Low: |
1.030 |
0.440 |
| 6M High / 6M Low: |
1.450 |
0.440 |
| High (YTD): |
10/07/2024 |
1.450 |
| Low (YTD): |
02/09/2024 |
0.440 |
| 52W High: |
12/10/2023 |
2.130 |
| 52W Low: |
02/09/2024 |
0.440 |
| Avg. price 1W: |
|
0.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.584 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.876 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.997 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
175.35% |
| Volatility 6M: |
|
168.27% |
| Volatility 1Y: |
|
132.93% |
| Volatility 3Y: |
|
- |
