UniCredit Put 60 BNP 18.09.2024
/ DE000HC9YZR0
UniCredit Put 60 BNP 18.09.2024/ DE000HC9YZR0 /
8/16/2024 8:48:08 PM |
Chg.-0.16 |
Bid9:59:10 PM |
Ask9:59:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.89EUR |
-15.24% |
0.86 Bid Size: 6,000 |
0.89 Ask Size: 6,000 |
BNP PARIBAS INH. ... |
60.00 - |
9/18/2024 |
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: |
9/18/2024 |
Issue date: |
10/17/2023 |
Last trading day: |
9/17/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-56.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.23 |
Parity: |
-0.47 |
Time value: |
1.07 |
Break-even: |
58.93 |
Moneyness: |
0.99 |
Premium: |
0.03 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.03 |
Spread %: |
2.88% |
Delta: |
-0.41 |
Theta: |
-0.02 |
Omega: |
-23.31 |
Rho: |
-0.02 |
Quote data
Open: |
1.03 |
High: |
1.03 |
Low: |
0.89 |
Previous Close: |
1.05 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-45.40% |
1 Month |
|
|
-4.30% |
3 Months |
|
|
+67.92% |
YTD |
|
|
-54.36% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.63 |
1.05 |
1M High / 1M Low: |
1.93 |
0.59 |
6M High / 6M Low: |
3.78 |
0.42 |
High (YTD): |
2/13/2024 |
3.88 |
Low (YTD): |
5/20/2024 |
0.42 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.46 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.12 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.50 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
316.60% |
Volatility 6M: |
|
253.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |