UniCredit Put 40 HOG 18.12.2024
/ DE000HC6UZ47
UniCredit Put 40 HOG 18.12.2024/ DE000HC6UZ47 /
| 2024-05-15 10:55:25 AM |
Chg.-0.010 |
Bid2024-05-15 |
Ask2024-05-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-1.75% |
0.560
Bid Size: 35,000 |
0.580
Ask Size: 35,000 |
Harley Davidson Inc |
40.00 USD |
2024-12-18 |
Put |
Master data
| WKN: |
HC6UZ4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Harley Davidson Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-05-19 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.34 |
| Parity: |
0.36 |
| Time value: |
0.21 |
| Break-even: |
31.29 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
-0.55 |
| Theta: |
-0.01 |
| Omega: |
-3.20 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.45% |
| 1 Month |
|
|
+21.74% |
| 3 Months |
|
|
+1.82% |
| YTD |
|
|
-6.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.570 |
| 1M High / 1M Low: |
0.780 |
0.430 |
| 6M High / 6M Low: |
1.040 |
0.320 |
| High (YTD): |
2024-02-01 |
0.800 |
| Low (YTD): |
2024-03-21 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.649 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.67% |
| Volatility 6M: |
|
137.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
