UniCredit Put 100 BMW 18.12.2024
/ DE000HC30PP9
UniCredit Put 100 BMW 18.12.2024/ DE000HC30PP9 /
14/08/2024 12:52:32 |
Chg.- |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
1.95EUR |
- |
- Bid Size: - |
- Ask Size: - |
BAY.MOTOREN WERKE AG... |
100.00 - |
18/12/2024 |
Put |
Master data
WKN: |
HC30PP |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BAY.MOTOREN WERKE AG ST |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 - |
Maturity: |
18/12/2024 |
Issue date: |
11/01/2023 |
Last trading day: |
14/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.55 |
Intrinsic value: |
1.55 |
Implied volatility: |
0.54 |
Historic volatility: |
0.22 |
Parity: |
1.55 |
Time value: |
0.41 |
Break-even: |
80.40 |
Moneyness: |
1.18 |
Premium: |
0.05 |
Premium p.a.: |
0.16 |
Spread abs.: |
-0.03 |
Spread %: |
-1.51% |
Delta: |
-0.65 |
Theta: |
-0.03 |
Omega: |
-2.79 |
Rho: |
-0.23 |
Quote data
Open: |
2.03 |
High: |
2.03 |
Low: |
1.95 |
Previous Close: |
2.05 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+48.86% |
3 Months |
|
|
+96.97% |
YTD |
|
|
+93.07% |
1 Year |
|
|
+48.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.11 |
1.31 |
6M High / 6M Low: |
2.11 |
0.44 |
High (YTD): |
12/08/2024 |
2.11 |
Low (YTD): |
08/04/2024 |
0.44 |
52W High: |
12/08/2024 |
2.11 |
52W Low: |
08/04/2024 |
0.44 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.80 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.98 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.10 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
101.43% |
Volatility 6M: |
|
127.52% |
Volatility 1Y: |
|
109.16% |
Volatility 3Y: |
|
- |