UniCredit Put 30 VAS 18.12.2024
/ DE000HC7MED4
UniCredit Put 30 VAS 18.12.2024/ DE000HC7MED4 /
2024-06-11 7:29:34 PM |
Chg.+0.180 |
Bid9:44:52 AM |
Ask9:44:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
5.150EUR |
+3.62% |
5.250 Bid Size: 4,000 |
5.290 Ask Size: 4,000 |
VOESTALPINE AG |
30.00 - |
2024-12-18 |
Put |
Master data
WKN: |
HC7MED |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
VOESTALPINE AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2023-06-23 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.98 |
Intrinsic value: |
3.84 |
Implied volatility: |
0.40 |
Historic volatility: |
0.24 |
Parity: |
3.84 |
Time value: |
1.22 |
Break-even: |
24.94 |
Moneyness: |
1.15 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.18 |
Spread %: |
3.69% |
Delta: |
-0.61 |
Theta: |
-0.01 |
Omega: |
-3.13 |
Rho: |
-0.11 |
Quote data
Open: |
5.140 |
High: |
5.180 |
Low: |
4.980 |
Previous Close: |
4.970 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.10% |
1 Month |
|
|
-7.04% |
3 Months |
|
|
-11.82% |
YTD |
|
|
+14.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.150 |
4.810 |
1M High / 1M Low: |
5.630 |
4.400 |
6M High / 6M Low: |
6.590 |
4.100 |
High (YTD): |
2024-03-06 |
6.590 |
Low (YTD): |
2024-05-27 |
4.400 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.962 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.901 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.256 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.32% |
Volatility 6M: |
|
79.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |