UniCredit Put 40 HOG 15.01.2025
/ DE000HC6UZ62
UniCredit Put 40 HOG 15.01.2025/ DE000HC6UZ62 /
| 2024-05-15 4:42:24 PM |
Chg.-0.020 |
Bid5:25:18 PM |
Ask5:25:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-3.51% |
0.560
Bid Size: 70,000 |
0.570
Ask Size: 70,000 |
Harley Davidson Inc |
40.00 USD |
2025-01-15 |
Put |
Master data
| WKN: |
HC6UZ6 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Harley Davidson Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2025-01-15 |
| Issue date: |
2023-05-19 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.34 |
| Parity: |
0.36 |
| Time value: |
0.22 |
| Break-even: |
31.19 |
| Moneyness: |
1.11 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
-0.54 |
| Theta: |
-0.01 |
| Omega: |
-3.08 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.560 |
| High: |
0.580 |
| Low: |
0.550 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.78% |
| 1 Month |
|
|
+14.58% |
| 3 Months |
|
|
-3.51% |
| YTD |
|
|
-11.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.570 |
| 1M High / 1M Low: |
0.770 |
0.440 |
| 6M High / 6M Low: |
1.050 |
0.340 |
| High (YTD): |
2024-02-02 |
0.810 |
| Low (YTD): |
2024-03-21 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.592 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.664 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.85% |
| Volatility 6M: |
|
128.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
