UniCredit Put 20 DUE 18.12.2024
/ DE000HC7L069
UniCredit Put 20 DUE 18.12.2024/ DE000HC7L069 /
16/08/2024 13:12:49 |
Chg.+0.06 |
Bid14:20:15 |
Ask14:20:15 |
Underlying |
Strike price |
Expiration date |
Option type |
1.46EUR |
+4.29% |
1.50 Bid Size: 10,000 |
1.54 Ask Size: 10,000 |
DUERR AG O.N. |
20.00 - |
18/12/2024 |
Put |
Master data
WKN: |
HC7L06 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
DUERR AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 - |
Maturity: |
18/12/2024 |
Issue date: |
22/06/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-12.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.48 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.33 |
Historic volatility: |
0.31 |
Parity: |
0.33 |
Time value: |
1.23 |
Break-even: |
18.44 |
Moneyness: |
1.02 |
Premium: |
0.06 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.20 |
Spread %: |
14.71% |
Delta: |
-0.47 |
Theta: |
-0.01 |
Omega: |
-5.93 |
Rho: |
-0.04 |
Quote data
Open: |
1.40 |
High: |
1.46 |
Low: |
1.40 |
Previous Close: |
1.40 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.35% |
1 Month |
|
|
+8.96% |
3 Months |
|
|
+121.21% |
YTD |
|
|
-29.13% |
1 Year |
|
|
+7.35% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.65 |
1.40 |
1M High / 1M Low: |
1.97 |
1.08 |
6M High / 6M Low: |
2.35 |
0.55 |
High (YTD): |
03/01/2024 |
2.50 |
Low (YTD): |
14/05/2024 |
0.55 |
52W High: |
25/10/2023 |
3.25 |
52W Low: |
14/05/2024 |
0.55 |
Avg. price 1W: |
|
1.55 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.46 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.34 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.68 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
226.01% |
Volatility 6M: |
|
148.41% |
Volatility 1Y: |
|
135.36% |
Volatility 3Y: |
|
- |