UniCredit Put 400 LOR 19.06.2024/  DE000HC2P7B9  /

Frankfurt Zert./HVB
2024-05-15  7:34:43 PM Chg.-0.016 Bid9:59:29 PM Ask9:59:29 PM Underlying Strike price Expiration date Option type
0.074EUR -17.78% 0.070
Bid Size: 10,000
0.110
Ask Size: 10,000
L OREAL INH. E... 400.00 - 2024-06-19 Put
 

Master data

WKN: HC2P7B
Issuer: UniCredit
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Put
Strike price: 400.00 -
Maturity: 2024-06-19
Issue date: 2022-12-19
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -103.84
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.19
Parity: -5.69
Time value: 0.44
Break-even: 395.60
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 2.72
Spread abs.: 0.37
Spread %: 528.57%
Delta: -0.14
Theta: -0.18
Omega: -14.09
Rho: -0.06
 

Quote data

Open: 0.110
High: 0.120
Low: 0.074
Previous Close: 0.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -47.14%
1 Month
  -93.88%
3 Months
  -89.86%
YTD
  -92.53%
1 Year
  -97.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.090
1M High / 1M Low: 1.210 0.090
6M High / 6M Low: 1.730 0.090
High (YTD): 2024-01-17 1.470
Low (YTD): 2024-05-14 0.090
52W High: 2023-10-19 4.040
52W Low: 2024-05-14 0.090
Avg. price 1W:   0.108
Avg. volume 1W:   0.000
Avg. price 1M:   0.376
Avg. volume 1M:   0.000
Avg. price 6M:   0.883
Avg. volume 6M:   0.000
Avg. price 1Y:   1.894
Avg. volume 1Y:   0.000
Volatility 1M:   303.99%
Volatility 6M:   221.17%
Volatility 1Y:   174.50%
Volatility 3Y:   -