UniCredit Put 40 IFX 18.12.2024
/ DE000HC30UL8
UniCredit Put 40 IFX 18.12.2024/ DE000HC30UL8 /
6/5/2024 7:30:09 PM |
Chg.-0.030 |
Bid9:59:34 PM |
Ask9:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
-5.77% |
0.480 Bid Size: 30,000 |
0.510 Ask Size: 30,000 |
INFINEON TECH.AG NA ... |
40.00 - |
12/18/2024 |
Put |
Master data
WKN: |
HC30UL |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
INFINEON TECH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 - |
Maturity: |
12/18/2024 |
Issue date: |
1/11/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.36 |
Historic volatility: |
0.36 |
Parity: |
0.33 |
Time value: |
0.21 |
Break-even: |
34.60 |
Moneyness: |
1.09 |
Premium: |
0.06 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.03 |
Spread %: |
5.88% |
Delta: |
-0.55 |
Theta: |
-0.01 |
Omega: |
-3.71 |
Rho: |
-0.14 |
Quote data
Open: |
0.510 |
High: |
0.530 |
Low: |
0.490 |
Previous Close: |
0.520 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.92% |
1 Month |
|
|
-42.35% |
3 Months |
|
|
-34.67% |
YTD |
|
|
-16.95% |
1 Year |
|
|
-36.36% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.490 |
1M High / 1M Low: |
0.850 |
0.450 |
6M High / 6M Low: |
1.040 |
0.450 |
High (YTD): |
4/23/2024 |
1.040 |
Low (YTD): |
5/28/2024 |
0.450 |
52W High: |
10/30/2023 |
1.300 |
52W Low: |
5/28/2024 |
0.450 |
Avg. price 1W: |
|
0.518 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.523 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.736 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.796 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
156.59% |
Volatility 6M: |
|
106.51% |
Volatility 1Y: |
|
94.28% |
Volatility 3Y: |
|
- |