UniCredit Put 20 ZAL 18.12.2024
/ DE000HC7BBW3
UniCredit Put 20 ZAL 18.12.2024/ DE000HC7BBW3 /
| 2024-06-03 11:29:38 AM |
Chg.+0.01 |
Bid12:52:52 PM |
Ask12:52:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
+0.68% |
1.50
Bid Size: 35,000 |
1.52
Ask Size: 35,000 |
ZALANDO SE |
20.00 - |
2024-12-18 |
Put |
Master data
| WKN: |
HC7BBW |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-14 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.48 |
| Parity: |
-4.25 |
| Time value: |
1.52 |
| Break-even: |
18.48 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.10 |
| Spread %: |
7.04% |
| Delta: |
-0.23 |
| Theta: |
-0.01 |
| Omega: |
-3.64 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.40 |
| High: |
1.47 |
| Low: |
1.40 |
| Previous Close: |
1.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.08% |
| 1 Month |
|
|
-16.95% |
| 3 Months |
|
|
-55.05% |
| YTD |
|
|
-50.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.43 |
| 1M High / 1M Low: |
1.77 |
1.18 |
| 6M High / 6M Low: |
5.14 |
1.18 |
| High (YTD): |
2024-01-17 |
5.14 |
| Low (YTD): |
2024-05-07 |
1.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.23% |
| Volatility 6M: |
|
115.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
