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UniCredit Put 150 DRI 15.01.2025/  DE000HC3LB49  /

Frankfurt Zert./HVB
10/16/2024  7:34:27 PM Chg.-0.060 Bid9:55:02 PM Ask9:55:02 PM Underlying Strike price Expiration date Option type
0.340EUR -15.00% 0.330
Bid Size: 25,000		 0.340
Ask Size: 25,000		 Darden Restaurants I... 150.00 - 1/15/2025 Put
 

Master data

WKN: HC3LB4
Issuer: UniCredit
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 1/15/2025
Issue date: 1/27/2023
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -36.79
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.29
Implied volatility: 0.11
Historic volatility: 0.19
Parity: 0.29
Time value: 0.11
Break-even: 146.00
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 2.56%
Delta: -0.57
Theta: -0.01
Omega: -21.08
Rho: -0.22
 

Quote data

Open: 0.360
High: 0.380
Low: 0.340
Previous Close: 0.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -27.66%
3 Months
  -64.95%
YTD
  -59.04%
1 Year
  -81.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.340
1M High / 1M Low: 0.520 0.220
6M High / 6M Low: 1.500 0.220
High (YTD): 7/10/2024 1.500
Low (YTD): 9/23/2024 0.220
52W High: 10/20/2023 1.860
52W Low: 9/23/2024 0.220
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.385
Avg. volume 1M:   0.000
Avg. price 6M:   0.878
Avg. volume 6M:   0.000
Avg. price 1Y:   0.929
Avg. volume 1Y:   0.000
Volatility 1M:   267.05%
Volatility 6M:   159.37%
Volatility 1Y:   133.07%
Volatility 3Y:   -