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UniCredit Put 50 2PP 15.01.2025/  DE000HC6MCH1  /

EUWAX
2024-05-22  8:42:00 AM Chg.+0.010 Bid2024-05-22 Ask2024-05-22 Underlying Strike price Expiration date Option type
0.160EUR +6.67% 0.160
Bid Size: 30,000		 0.170
Ask Size: 30,000		 PAYPAL HDGS INC.DL-,... 50.00 - 2025-01-15 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: 2025-01-15
Issue date: 2023-05-11
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -34.74
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.32
Parity: -0.91
Time value: 0.17
Break-even: 48.30
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 6.25%
Delta: -0.19
Theta: -0.01
Omega: -6.48
Rho: -0.08
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.150
Turnover: -
Market phase: -
 
  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 0.150
1M High / 1M Low: 0.270 0.150
6M High / 6M Low: 0.500 0.150
High (YTD): 2024-01-04 0.470
Low (YTD): 2024-05-21 0.150
52W High: 2023-10-27 0.790
52W Low: 2024-05-21 0.150
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.193
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:   123.61%
Volatility 6M:   112.41%
Volatility 1Y:   98.59%
Volatility 3Y:   -