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UniCredit Put 20 VAR 18.12.2024/  DE000HC6L921  /

Frankfurt Zert./HVB
11/06/2024  11:55:42 Chg.+0.010 Bid11/06/2024 Ask- Underlying Strike price Expiration date Option type
1.230EUR +0.82% 1.230
Bid Size: 200,000		 -
Ask Size: -		 VARTA AG O.N. 20.00 - 18/12/2024 Put
 

Master data

WKN: HC6L92
Issuer: UniCredit
Currency: EUR
Underlying: VARTA AG O.N.
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 18/12/2024
Issue date: 10/05/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -0.81
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 1.01
Implied volatility: 1.59
Historic volatility: 0.58
Parity: 1.01
Time value: 0.21
Break-even: 7.80
Moneyness: 2.02
Premium: 0.21
Premium p.a.: 0.45
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.51
Theta: -0.01
Omega: -0.41
Rho: -0.09
 

Quote data

Open: 1.230
High: 1.230
Low: 1.230
Previous Close: 1.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.82%
1 Month  
+7.89%
3 Months  
+78.26%
YTD  
+119.64%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.230 1.200
1M High / 1M Low: 1.230 1.080
6M High / 6M Low: 1.390 0.510
High (YTD): 17/04/2024 1.390
Low (YTD): 02/01/2024 0.550
52W High: 17/04/2024 1.390
52W Low: 15/11/2023 0.470
Avg. price 1W:   1.214
Avg. volume 1W:   0.000
Avg. price 1M:   1.148
Avg. volume 1M:   0.000
Avg. price 6M:   0.827
Avg. volume 6M:   0.000
Avg. price 1Y:   0.735
Avg. volume 1Y:   15.686
Volatility 1M:   30.48%
Volatility 6M:   102.18%
Volatility 1Y:   81.33%
Volatility 3Y:   -