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UniCredit Put 20 DUE 18.12.2024/  DE000HC7L069  /

Frankfurt Zert./HVB
8/28/2024  7:33:49 PM Chg.0.000 Bid9:23:35 AM Ask9:23:35 AM Underlying Strike price Expiration date Option type
1.420EUR 0.00% 1.440
Bid Size: 10,000		 1.480
Ask Size: 10,000		 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: -12.48
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 0.53
Implied volatility: 0.32
Historic volatility: 0.31
Parity: 0.53
Time value: 1.03
Break-even: 18.44
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.18
Spread abs.: 0.19
Spread %: 13.87%
Delta: -0.50
Theta: -0.01
Omega: -6.24
Rho: -0.03
 

Quote data

Open: 1.420
High: 1.470
Low: 1.380
Previous Close: 1.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.74%
1 Month
  -3.40%
3 Months  
+115.15%
YTD
  -32.06%
1 Year  
+12.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.470 1.410
1M High / 1M Low: 1.990 1.090
6M High / 6M Low: 2.090 0.580
High (YTD): 1/3/2024 2.500
Low (YTD): 5/27/2024 0.580
52W High: 10/25/2023 3.310
52W Low: 5/27/2024 0.580
Avg. price 1W:   1.436
Avg. volume 1W:   0.000
Avg. price 1M:   1.518
Avg. volume 1M:   0.000
Avg. price 6M:   1.299
Avg. volume 6M:   0.000
Avg. price 1Y:   1.706
Avg. volume 1Y:   0.000
Volatility 1M:   213.72%
Volatility 6M:   143.31%
Volatility 1Y:   134.02%
Volatility 3Y:   -