UniCredit Put 50 2PP 15.01.2025/  DE000HC6MCH1  /

Frankfurt Zert./HVB
5/21/2024  7:25:07 PM Chg.0.000 Bid5/21/2024 Ask5/21/2024 Underlying Strike price Expiration date Option type
0.160EUR 0.00% 0.160
Bid Size: 175,000
0.170
Ask Size: 175,000
PAYPAL HDGS INC.DL-,... 50.00 - 1/15/2025 Put
 

Master data

WKN: HC6MCH
Issuer: UniCredit
Currency: EUR
Underlying: PAYPAL HDGS INC.DL-,0001
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 1/15/2025
Issue date: 5/11/2023
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -35.08
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.32
Parity: -0.96
Time value: 0.17
Break-even: 48.30
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 6.25%
Delta: -0.18
Theta: -0.01
Omega: -6.34
Rho: -0.08
 

Quote data

Open: 0.150
High: 0.170
Low: 0.150
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -40.74%
3 Months
  -57.89%
YTD
  -56.76%
1 Year
  -70.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.160
1M High / 1M Low: 0.270 0.160
6M High / 6M Low: 0.500 0.160
High (YTD): 1/4/2024 0.470
Low (YTD): 5/21/2024 0.160
52W High: 10/27/2023 0.790
52W Low: 5/21/2024 0.160
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.195
Avg. volume 1M:   0.000
Avg. price 6M:   0.338
Avg. volume 6M:   0.000
Avg. price 1Y:   0.426
Avg. volume 1Y:   0.000
Volatility 1M:   109.14%
Volatility 6M:   109.22%
Volatility 1Y:   96.75%
Volatility 3Y:   -