OverviewChartNewsTraderScreen

UniCredit Put 400 LOR 18.12.2024/  DE000HC30XV1  /

Frankfurt Zert./HVB
9/6/2024  10:47:22 AM Chg.+0.280 Bid11:13:02 AM Ask11:13:02 AM Underlying Strike price Expiration date Option type
2.640EUR +11.86% 2.630
Bid Size: 45,000		 2.640
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: 2.610
Previous Close: 2.360
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+46.67%
1 Month  
+1.93%
3 Months  
+214.29%
YTD  
+35.38%
1 Year
  -29.79%
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:   -