UniCredit Put 400 LOR 18.12.2024
/ DE000HC30XV1
UniCredit Put 400 LOR 18.12.2024/ DE000HC30XV1 /
9/6/2024 12:28:27 PM |
Chg.+0.220 |
Bid1:18:45 PM |
Ask1:18:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.580EUR |
+9.32% |
2.530 Bid Size: 45,000 |
2.540 Ask Size: 45,000 |
L OREAL INH. E... |
400.00 - |
12/18/2024 |
Put |
Master data
WKN: |
HC30XV |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
L OREAL INH. EO 0,2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 - |
Maturity: |
12/18/2024 |
Issue date: |
1/11/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-16.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.06 |
Intrinsic value: |
1.25 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
1.25 |
Time value: |
1.18 |
Break-even: |
375.80 |
Moneyness: |
1.03 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.06 |
Spread %: |
2.54% |
Delta: |
-0.54 |
Theta: |
-0.07 |
Omega: |
-8.70 |
Rho: |
-0.66 |
Quote data
Open: |
2.720 |
High: |
2.720 |
Low: |
2.570 |
Previous Close: |
2.360 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+43.33% |
1 Month |
|
|
-0.39% |
3 Months |
|
|
+207.14% |
YTD |
|
|
+32.31% |
1 Year |
|
|
-31.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.360 |
1.770 |
1M High / 1M Low: |
3.110 |
1.740 |
6M High / 6M Low: |
3.110 |
0.830 |
High (YTD): |
8/12/2024 |
3.110 |
Low (YTD): |
6/7/2024 |
0.830 |
52W High: |
10/19/2023 |
4.620 |
52W Low: |
6/7/2024 |
0.830 |
Avg. price 1W: |
|
2.000 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.324 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.696 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.182 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
139.69% |
Volatility 6M: |
|
177.46% |
Volatility 1Y: |
|
145.17% |
Volatility 3Y: |
|
- |