UniCredit Put 40 EBO 18.12.2024
/ DE000HC7MA29
UniCredit Put 40 EBO 18.12.2024/ DE000HC7MA29 /
16/08/2024 19:32:48 |
Chg.+0.050 |
Bid21:35:01 |
Ask21:35:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
+8.93% |
0.590 Bid Size: 6,000 |
0.800 Ask Size: 6,000 |
ERSTE GROUP BNK INH.... |
40.00 - |
18/12/2024 |
Put |
Master data
WKN: |
HC7MA2 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 - |
Maturity: |
18/12/2024 |
Issue date: |
23/06/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-57.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.20 |
Parity: |
-7.50 |
Time value: |
0.83 |
Break-even: |
39.17 |
Moneyness: |
0.84 |
Premium: |
0.18 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.36 |
Spread %: |
76.60% |
Delta: |
-0.15 |
Theta: |
-0.01 |
Omega: |
-8.77 |
Rho: |
-0.03 |
Quote data
Open: |
0.620 |
High: |
0.680 |
Low: |
0.610 |
Previous Close: |
0.560 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-26.51% |
1 Month |
|
|
-20.78% |
3 Months |
|
|
-63.47% |
YTD |
|
|
-91.22% |
1 Year |
|
|
-92.84% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.830 |
0.560 |
1M High / 1M Low: |
1.420 |
0.360 |
6M High / 6M Low: |
6.160 |
0.360 |
High (YTD): |
03/01/2024 |
6.870 |
Low (YTD): |
30/07/2024 |
0.360 |
52W High: |
27/09/2023 |
9.890 |
52W Low: |
30/07/2024 |
0.360 |
Avg. price 1W: |
|
0.718 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.757 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.389 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.032 |
Avg. volume 1Y: |
|
.195 |
Volatility 1M: |
|
441.75% |
Volatility 6M: |
|
213.54% |
Volatility 1Y: |
|
153.74% |
Volatility 3Y: |
|
- |