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UniCredit Put 150 4AB 15.01.2025/  DE000HC3LGC2  /

EUWAX
2024-06-03  9:00:58 AM Chg.-0.120 Bid2024-06-03 Ask2024-06-03 Underlying Strike price Expiration date Option type
0.560EUR -17.65% 0.560
Bid Size: 8,000		 0.620
Ask Size: 8,000		 ABBVIE INC. D... 150.00 - 2025-01-15 Put
 

Master data

WKN: HC3LGC
Issuer: UniCredit
Currency: EUR
Underlying: ABBVIE INC. DL-,01
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2025-01-15
Issue date: 2023-01-27
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -24.77
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.14
Implied volatility: 0.15
Historic volatility: 0.17
Parity: 0.14
Time value: 0.46
Break-even: 144.00
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.69%
Delta: -0.43
Theta: -0.01
Omega: -10.62
Rho: -0.44
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.680
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.42%
1 Month
  -5.08%
3 Months  
+16.67%
YTD
  -45.63%
1 Year
  -73.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.670
1M High / 1M Low: 0.820 0.480
6M High / 6M Low: 1.500 0.410
High (YTD): 2024-01-08 0.920
Low (YTD): 2024-03-28 0.410
52W High: 2023-06-28 2.300
52W Low: 2024-03-28 0.410
Avg. price 1W:   0.720
Avg. volume 1W:   0.000
Avg. price 1M:   0.619
Avg. volume 1M:   0.000
Avg. price 6M:   0.695
Avg. volume 6M:   0.000
Avg. price 1Y:   1.196
Avg. volume 1Y:   0.000
Volatility 1M:   154.48%
Volatility 6M:   123.22%
Volatility 1Y:   102.21%
Volatility 3Y:   -