OverviewChartNewsTraderScreen

UniCredit Put 150 AP2 18.12.2024/  DE000HC79M84  /

Frankfurt Zert./HVB
2024-06-03  11:13:58 AM Chg.-0.090 Bid2024-06-03 Ask2024-06-03 Underlying Strike price Expiration date Option type
0.170EUR -34.62% 0.170
Bid Size: 15,000		 0.300
Ask Size: 15,000		 APPLIED MATERIALS IN... 150.00 - 2024-12-18 Put
 

Master data

WKN: HC79M8
Issuer: UniCredit
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2024-12-18
Issue date: 2023-06-09
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -73.40
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.30
Parity: -4.82
Time value: 0.27
Break-even: 147.30
Moneyness: 0.76
Premium: 0.26
Premium p.a.: 0.52
Spread abs.: 0.03
Spread %: 12.50%
Delta: -0.10
Theta: -0.02
Omega: -7.30
Rho: -0.12
 

Quote data

Open: 0.150
High: 0.170
Low: 0.150
Previous Close: 0.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month
  -63.83%
3 Months
  -68.52%
YTD
  -86.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.160
1M High / 1M Low: 0.470 0.160
6M High / 6M Low: 1.880 0.160
High (YTD): 2024-01-05 1.750
Low (YTD): 2024-05-27 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.302
Avg. volume 1M:   0.000
Avg. price 6M:   0.854
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.56%
Volatility 6M:   139.72%
Volatility 1Y:   -
Volatility 3Y:   -