OverviewChartNewsTraderScreen

UniCredit Put 20 FL 18.12.2024/  DE000HC6ZZP7  /

Frankfurt Zert./HVB
2024-06-28  11:01:40 AM Chg.+0.010 Bid2024-06-28 Ask2024-06-28 Underlying Strike price Expiration date Option type
0.170EUR +6.25% 0.170
Bid Size: 40,000		 0.200
Ask Size: 40,000		 Foot Locker Inc 20.00 - 2024-12-18 Put
 

Master data

WKN: HC6ZZP
Issuer: UniCredit
Currency: EUR
Underlying: Foot Locker Inc
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 2024-12-18
Issue date: 2023-05-26
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.02
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.60
Parity: -0.38
Time value: 0.17
Break-even: 18.30
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 6.25%
Delta: -0.25
Theta: -0.01
Omega: -3.45
Rho: -0.04
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -37.04%
3 Months
  -10.53%
YTD
  -15.00%
1 Year
  -45.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.150
1M High / 1M Low: 0.280 0.140
6M High / 6M Low: 0.340 0.140
High (YTD): 2024-04-30 0.340
Low (YTD): 2024-06-03 0.140
52W High: 2023-08-23 0.640
52W Low: 2024-06-03 0.140
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.177
Avg. volume 1M:   0.000
Avg. price 6M:   0.234
Avg. volume 6M:   0.000
Avg. price 1Y:   0.306
Avg. volume 1Y:   0.000
Volatility 1M:   166.78%
Volatility 6M:   180.52%
Volatility 1Y:   160.68%
Volatility 3Y:   -