UniCredit Put 60 BNR 18.12.2024
/ DE000HC8S2V9
UniCredit Put 60 BNR 18.12.2024/ DE000HC8S2V9 /
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: |
|
- |