UniCredit Put 60 MBG 18.09.2024
/ DE000HC9Z4N2
UniCredit Put 60 MBG 18.09.2024/ DE000HC9Z4N2 /
| 7/26/2024 9:47:28 AM |
Chg.-0.100 |
Bid11:20:47 AM |
Ask11:20:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-11.49% |
0.790
Bid Size: 60,000 |
0.800
Ask Size: 60,000 |
MERCEDES-BENZ GROUP ... |
60.00 - |
9/18/2024 |
Put |
Master data
| WKN: |
HC9Z4N |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
| 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: |
-72.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
-2.96 |
| Time value: |
0.87 |
| Break-even: |
59.13 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.03 |
| Spread %: |
3.57% |
| Delta: |
-0.25 |
| Theta: |
-0.01 |
| Omega: |
-18.41 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.48% |
| 1 Month |
|
|
+4.05% |
| 3 Months |
|
|
+35.09% |
| YTD |
|
|
-62.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.610 |
| 1M High / 1M Low: |
0.870 |
0.490 |
| 6M High / 6M Low: |
2.340 |
0.460 |
| High (YTD): |
1/22/2024 |
2.650 |
| Low (YTD): |
5/14/2024 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.665 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.844 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.31% |
| Volatility 6M: |
|
186.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
