UniCredit Put 30 VAS 18.12.2024/  DE000HC7MED4  /

Frankfurt Zert./HVB
2024-06-14  7:38:04 PM Chg.+0.490 Bid9:59:30 PM Ask9:59:30 PM Underlying Strike price Expiration date Option type
5.900EUR +9.06% 5.760
Bid Size: 1,000
5.980
Ask Size: 1,000
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: -4.12
Leverage: Yes

Calculated values

Fair value: 5.38
Intrinsic value: 5.38
Implied volatility: 0.39
Historic volatility: 0.24
Parity: 5.38
Time value: 0.60
Break-even: 24.02
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.22
Spread %: 3.82%
Delta: -0.70
Theta: 0.00
Omega: -2.87
Rho: -0.12
 

Quote data

Open: 5.660
High: 5.970
Low: 5.660
Previous Close: 5.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.47%
1 Month  
+8.86%
3 Months
  -4.99%
YTD  
+31.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.900 4.970
1M High / 1M Low: 5.900 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:   5.308
Avg. volume 1W:   0.000
Avg. price 1M:   4.926
Avg. volume 1M:   0.000
Avg. price 6M:   5.265
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.70%
Volatility 6M:   78.50%
Volatility 1Y:   -
Volatility 3Y:   -