UniCredit Put 20 DUE 18.12.2024
/ DE000HC7L069
UniCredit Put 20 DUE 18.12.2024/ DE000HC7L069 /
| 2024-07-25 10:33:16 AM |
Chg.+0.21 |
Bid11:13:23 AM |
Ask11:13:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
+14.58% |
1.63
Bid Size: 10,000 |
1.67
Ask Size: 10,000 |
DUERR AG O.N. |
20.00 - |
2024-12-18 |
Put |
Master data
| WKN: |
HC7L06 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DUERR AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-22 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
-0.24 |
| Time value: |
1.61 |
| Break-even: |
18.39 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.20 |
| Spread %: |
14.18% |
| Delta: |
-0.41 |
| Theta: |
-0.01 |
| Omega: |
-5.14 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.65 |
| High: |
1.65 |
| Low: |
1.65 |
| Previous Close: |
1.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.06% |
| 1 Month |
|
|
+8.55% |
| 3 Months |
|
|
+27.91% |
| YTD |
|
|
-19.90% |
| 1 Year |
|
|
+32.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.12 |
| 1M High / 1M Low: |
1.66 |
1.12 |
| 6M High / 6M Low: |
2.46 |
0.55 |
| High (YTD): |
2024-01-03 |
2.50 |
| Low (YTD): |
2024-05-14 |
0.55 |
| 52W High: |
2023-10-25 |
3.25 |
| 52W Low: |
2024-05-14 |
0.55 |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.66 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
126.07% |
| Volatility 6M: |
|
124.92% |
| Volatility 1Y: |
|
122.16% |
| Volatility 3Y: |
|
- |
