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UniCredit Put 60 BNR 18.12.2024/  DE000HC8S2V9  /

EUWAX
02/09/2024  08:29:17 Chg.-0.010 Bid09:21:51 Ask09:21:51 Underlying Strike price Expiration date Option type
0.080EUR -11.11% 0.100
Bid Size: 125,000		 0.110
Ask Size: 125,000		 BRENNTAG SE NA O.N. 60.00 - 18/12/2024 Put
 

Master data

WKN: HC8S2V
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 18/12/2024
Issue date: 17/08/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -51.71
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -0.72
Time value: 0.13
Break-even: 58.70
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.50
Spread abs.: 0.05
Spread %: 62.50%
Delta: -0.20
Theta: -0.01
Omega: -10.25
Rho: -0.04
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.46%
1 Month
  -27.27%
3 Months
  -55.56%
YTD
  -38.46%
1 Year
  -72.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.090
1M High / 1M Low: 0.220 0.090
6M High / 6M Low: 0.240 0.070
High (YTD): 28/06/2024 0.240
Low (YTD): 01/03/2024 0.060
52W High: 19/10/2023 0.420
52W Low: 01/03/2024 0.060
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.152
Avg. volume 1M:   0.000
Avg. price 6M:   0.155
Avg. volume 6M:   0.000
Avg. price 1Y:   0.185
Avg. volume 1Y:   0.000
Volatility 1M:   345.95%
Volatility 6M:   220.07%
Volatility 1Y:   181.79%
Volatility 3Y:   -