UniCredit Put 150 PER 18.12.2024
/ DE000HC9AAK8
UniCredit Put 150 PER 18.12.2024/ DE000HC9AAK8 /
| 2024-07-31 8:06:38 PM |
Chg.-0.13 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.70EUR |
-4.59% |
-
Bid Size: - |
-
Ask Size: - |
PERNOD RICARD ... |
150.00 - |
2024-12-18 |
Put |
Master data
| WKN: |
HC9AAK |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
PERNOD RICARD O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-09-18 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
2.75 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
2.75 |
| Time value: |
0.12 |
| Break-even: |
121.40 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.04 |
| Spread %: |
1.42% |
| Delta: |
-0.77 |
| Theta: |
-0.02 |
| Omega: |
-3.31 |
| Rho: |
-0.47 |
Quote data
| Open: |
2.57 |
| High: |
2.71 |
| Low: |
2.57 |
| Previous Close: |
2.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
+4.25% |
| 3 Months |
|
|
+68.75% |
| YTD |
|
|
+132.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.83 |
2.38 |
| 1M High / 1M Low: |
2.83 |
2.16 |
| 6M High / 6M Low: |
2.83 |
0.93 |
| High (YTD): |
2024-07-30 |
2.83 |
| Low (YTD): |
2024-02-27 |
0.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.44% |
| Volatility 6M: |
|
94.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
