UniCredit Put 300 HDI 18.12.2024
/ DE000HC3L407
UniCredit Put 300 HDI 18.12.2024/ DE000HC3L407 /
26/07/2024 15:55:41 |
Chg.-0.020 |
Bid16:00:00 |
Ask16:00:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
-4.17% |
0.480 Bid Size: 15,000 |
0.500 Ask Size: 15,000 |
HOME DEPOT INC. D... |
300.00 - |
18/12/2024 |
Put |
Master data
WKN: |
HC3L40 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
HOME DEPOT INC. DL-,05 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 - |
Maturity: |
18/12/2024 |
Issue date: |
27/01/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-57.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
-2.56 |
Time value: |
0.57 |
Break-even: |
294.30 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.02 |
Spread %: |
3.64% |
Delta: |
-0.22 |
Theta: |
-0.04 |
Omega: |
-12.31 |
Rho: |
-0.30 |
Quote data
Open: |
0.470 |
High: |
0.500 |
Low: |
0.460 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+31.43% |
1 Month |
|
|
-23.33% |
3 Months |
|
|
-57.41% |
YTD |
|
|
-60.68% |
1 Year |
|
|
-75.79% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.350 |
1M High / 1M Low: |
0.840 |
0.280 |
6M High / 6M Low: |
1.220 |
0.280 |
High (YTD): |
03/01/2024 |
1.350 |
Low (YTD): |
17/07/2024 |
0.280 |
52W High: |
27/10/2023 |
3.740 |
52W Low: |
17/07/2024 |
0.280 |
Avg. price 1W: |
|
0.424 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.558 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.762 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.406 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
226.79% |
Volatility 6M: |
|
166.25% |
Volatility 1Y: |
|
133.50% |
Volatility 3Y: |
|
- |