UniCredit Put 40 G1A 18.12.2024
/ DE000HC7L1Y3
UniCredit Put 40 G1A 18.12.2024/ DE000HC7L1Y3 /
| 2024-05-31 8:34:27 PM |
Chg.-0.020 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-5.88% |
-
Bid Size: - |
-
Ask Size: - |
GEA GROUP AG |
40.00 - |
2024-12-18 |
Put |
Master data
| WKN: |
HC7L1Y |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-22 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.17 |
| Time value: |
0.15 |
| Break-even: |
36.80 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
6.67% |
| Delta: |
-0.52 |
| Theta: |
0.00 |
| Omega: |
-6.19 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.330 |
| High: |
0.340 |
| Low: |
0.320 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-25.58% |
| 3 Months |
|
|
-27.27% |
| YTD |
|
|
-31.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.290 |
| 1M High / 1M Low: |
0.450 |
0.290 |
| 6M High / 6M Low: |
0.700 |
0.290 |
| High (YTD): |
2024-01-17 |
0.590 |
| Low (YTD): |
2024-05-27 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.355 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.462 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.82% |
| Volatility 6M: |
|
88.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
