UniCredit Put 60 BNP 18.09.2024
/ DE000HC9YZR0
UniCredit Put 60 BNP 18.09.2024/ DE000HC9YZR0 /
17/07/2024 19:05:29 |
Chg.-0.050 |
Bid20:04:18 |
Ask20:04:18 |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
-5.38% |
0.880 Bid Size: 4,000 |
0.940 Ask Size: 4,000 |
BNP PARIBAS INH. ... |
60.00 - |
18/09/2024 |
Put |
Master data
WKN: |
HC9YZR |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 - |
Maturity: |
18/09/2024 |
Issue date: |
17/10/2023 |
Last trading day: |
17/09/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-65.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.23 |
Parity: |
-2.57 |
Time value: |
0.96 |
Break-even: |
59.04 |
Moneyness: |
0.96 |
Premium: |
0.06 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.08 |
Spread %: |
9.09% |
Delta: |
-0.27 |
Theta: |
-0.01 |
Omega: |
-17.91 |
Rho: |
-0.03 |
Quote data
Open: |
0.930 |
High: |
0.930 |
Low: |
0.880 |
Previous Close: |
0.930 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.42% |
1 Month |
|
|
-52.17% |
3 Months |
|
|
-49.43% |
YTD |
|
|
-54.87% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.180 |
0.930 |
1M High / 1M Low: |
1.930 |
0.800 |
6M High / 6M Low: |
3.880 |
0.420 |
High (YTD): |
13/02/2024 |
3.880 |
Low (YTD): |
20/05/2024 |
0.420 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.329 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.800 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
267.41% |
Volatility 6M: |
|
228.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |