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UniCredit Put 60 KTF 18.12.2024/  DE000HC3SP04  /

Frankfurt Zert./HVB
28/06/2024  19:34:16 Chg.+0.020 Bid21:58:05 Ask21:58:05 Underlying Strike price Expiration date Option type
0.130EUR +18.18% 0.120
Bid Size: 60,000		 0.130
Ask Size: 60,000		 MONDELEZ INTL INC. A 60.00 - 18/12/2024 Put
 

Master data

WKN: HC3SP0
Issuer: UniCredit
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 18/12/2024
Issue date: 03/02/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -46.98
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.16
Parity: -0.11
Time value: 0.13
Break-even: 58.70
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 8.33%
Delta: -0.33
Theta: 0.00
Omega: -15.70
Rho: -0.10
 

Quote data

Open: 0.110
High: 0.130
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -7.14%
YTD
  -18.75%
1 Year
  -45.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.140 0.100
6M High / 6M Low: 0.210 0.069
High (YTD): 15/04/2024 0.210
Low (YTD): 15/05/2024 0.069
52W High: 12/10/2023 0.500
52W Low: 15/05/2024 0.069
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.131
Avg. volume 6M:   0.000
Avg. price 1Y:   0.192
Avg. volume 1Y:   0.000
Volatility 1M:   169.27%
Volatility 6M:   126.02%
Volatility 1Y:   121.84%
Volatility 3Y:   -