UniCredit Put 30 RRTL 18.12.2024
/ DE000HC8VSL6
UniCredit Put 30 RRTL 18.12.2024/ DE000HC8VSL6 /
30/08/2024 21:18:24 |
Chg.0.000 |
Bid21:59:00 |
Ask21:59:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
0.00% |
0.170 Bid Size: 10,000 |
0.200 Ask Size: 10,000 |
RTL GROUP |
30.00 - |
18/12/2024 |
Put |
Master data
WKN: |
HC8VSL |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
RTL GROUP |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30.00 - |
Maturity: |
18/12/2024 |
Issue date: |
22/08/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-13.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
0.06 |
Time value: |
0.15 |
Break-even: |
27.90 |
Moneyness: |
1.02 |
Premium: |
0.05 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.03 |
Spread %: |
16.67% |
Delta: |
-0.49 |
Theta: |
-0.01 |
Omega: |
-6.88 |
Rho: |
-0.05 |
Quote data
Open: |
0.180 |
High: |
0.190 |
Low: |
0.180 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.26% |
1 Month |
|
|
-21.74% |
3 Months |
|
|
-18.18% |
YTD |
|
|
-33.33% |
1 Year |
|
|
-41.94% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.180 |
1M High / 1M Low: |
0.280 |
0.180 |
6M High / 6M Low: |
0.380 |
0.180 |
High (YTD): |
15/03/2024 |
0.380 |
Low (YTD): |
30/08/2024 |
0.180 |
52W High: |
15/03/2024 |
0.380 |
52W Low: |
30/08/2024 |
0.180 |
Avg. price 1W: |
|
0.186 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.232 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.264 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.274 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
111.40% |
Volatility 6M: |
|
105.14% |
Volatility 1Y: |
|
95.07% |
Volatility 3Y: |
|
- |