UniCredit Put 20 DUE 18.12.2024
/ DE000HC7L069
UniCredit Put 20 DUE 18.12.2024/ DE000HC7L069 /
| 7/17/2024 2:06:15 PM |
Chg.+0.12 |
Bid2:17:34 PM |
Ask2:17:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
+8.96% |
1.42
Bid Size: 12,000 |
1.46
Ask Size: 12,000 |
DUERR AG O.N. |
20.00 - |
12/18/2024 |
Put |
Master data
| WKN: |
HC7L06 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DUERR AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
6/22/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
-0.56 |
| Time value: |
1.50 |
| Break-even: |
18.50 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.21 |
| Spread %: |
16.28% |
| Delta: |
-0.38 |
| Theta: |
-0.01 |
| Omega: |
-5.24 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.47 |
| High: |
1.47 |
| Low: |
1.46 |
| Previous Close: |
1.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.70% |
| 1 Month |
|
|
+41.75% |
| 3 Months |
|
|
+26.96% |
| YTD |
|
|
-29.13% |
| 1 Year |
|
|
+5.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.18 |
| 1M High / 1M Low: |
1.66 |
1.03 |
| 6M High / 6M Low: |
2.46 |
0.55 |
| High (YTD): |
1/3/2024 |
2.50 |
| Low (YTD): |
5/14/2024 |
0.55 |
| 52W High: |
10/25/2023 |
3.25 |
| 52W Low: |
5/14/2024 |
0.55 |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.66 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
133.99% |
| Volatility 6M: |
|
124.13% |
| Volatility 1Y: |
|
120.66% |
| Volatility 3Y: |
|
- |
