UniCredit Put 30 RRTL 18.12.2024
/ DE000HC8VSL6
UniCredit Put 30 RRTL 18.12.2024/ DE000HC8VSL6 /
| 11/6/2024 8:56:41 PM |
Chg.- |
Bid9:11:46 AM |
Ask9:11:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
- |
0.180
Bid Size: 35,000 |
0.210
Ask Size: 35,000 |
RTL GROUP |
30.00 - |
12/18/2024 |
Put |
Master data
| WKN: |
HC8VSL |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
RTL GROUP |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
8/22/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.26 |
| Parity: |
0.06 |
| Time value: |
0.14 |
| Break-even: |
28.00 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.03 |
| Spread %: |
17.65% |
| Delta: |
-0.52 |
| Theta: |
-0.02 |
| Omega: |
-7.62 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.160 |
| High: |
0.190 |
| Low: |
0.160 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
+30.77% |
| 3 Months |
|
|
-34.62% |
| YTD |
|
|
-37.04% |
| 1 Year |
|
|
-45.16% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.140 |
| 1M High / 1M Low: |
0.170 |
0.110 |
| 6M High / 6M Low: |
0.290 |
0.100 |
| High (YTD): |
3/15/2024 |
0.380 |
| Low (YTD): |
9/16/2024 |
0.100 |
| 52W High: |
3/15/2024 |
0.380 |
| 52W Low: |
9/16/2024 |
0.100 |
| Avg. price 1W: |
|
0.157 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.202 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.240 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
160.69% |
| Volatility 6M: |
|
143.09% |
| Volatility 1Y: |
|
121.58% |
| Volatility 3Y: |
|
- |
