UC WAR. PUT 12/24 IFX/ DE000HC6PMZ5 /
2024-10-31 9:42:36 PM | Chg.+0.0500 | Bid2024-10-31 | Ask2024-10-31 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4800EUR | +11.63% | 0.4700 Bid Size: 40,000 |
0.4800 Ask Size: 40,000 |
INFINEON TECH.AG NA ... | 33.50 - | 2024-12-18 | Put |
Master data
WKN: | HC6PMZ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | INFINEON TECH.AG NA O.N. |
Type: | Warrant |
Option type: | Put |
Strike price: | 33.50 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-05-15 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -6.91 |
Leverage: | Yes |
Calculated values
Fair value: | 0.41 |
---|---|
Intrinsic value: | 0.38 |
Implied volatility: | 0.43 |
Historic volatility: | 0.37 |
Parity: | 0.38 |
Time value: | 0.05 |
Break-even: | 29.20 |
Moneyness: | 1.13 |
Premium: | 0.02 |
Premium p.a.: | 0.14 |
Spread abs.: | 0.01 |
Spread %: | 2.38% |
Delta: | -0.75 |
Theta: | -0.01 |
Omega: | -5.15 |
Rho: | -0.03 |
Quote data
Open: | 0.4400 |
---|---|
High: | 0.4800 |
Low: | 0.4400 |
Previous Close: | 0.4300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +33.33% | ||
---|---|---|---|
1 Month | +41.18% | ||
3 Months | +37.14% | ||
YTD | +54.84% | ||
1 Year | -36.84% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4300 | 0.3400 |
---|---|---|
1M High / 1M Low: | 0.4500 | 0.3400 |
6M High / 6M Low: | 0.5400 | 0.1700 |
High (YTD): | 2024-09-10 | 0.5400 |
Low (YTD): | 2024-06-12 | 0.1700 |
52W High: | 2023-10-31 | 0.7600 |
52W Low: | 2024-06-12 | 0.1700 |
Avg. price 1W: | 0.3700 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3904 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3258 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.3687 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 158.21% | |
Volatility 6M: | 176.73% | |
Volatility 1Y: | 148.60% | |
Volatility 3Y: | - |