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UniCredit Put 50 2PP 15.01.2025/  DE000HC6MCH1  /

Frankfurt Zert./HVB
17/06/2024  19:38:39 Chg.+0.010 Bid21:56:56 Ask21:56:56 Underlying Strike price Expiration date Option type
0.220EUR +4.76% 0.220
Bid Size: 200,000		 0.230
Ask Size: 200,000		 PAYPAL HDGS INC.DL-,... 50.00 - 15/01/2025 Put
 

Master data

WKN: HC6MCH
Issuer: UniCredit
Currency: EUR
Underlying: PAYPAL HDGS INC.DL-,0001
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 15/01/2025
Issue date: 11/05/2023
Last trading day: 14/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -25.75
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.33
Parity: -0.67
Time value: 0.22
Break-even: 47.80
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 4.76%
Delta: -0.24
Theta: -0.01
Omega: -6.10
Rho: -0.09
 

Quote data

Open: 0.210
High: 0.230
Low: 0.200
Previous Close: 0.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+69.23%
1 Month  
+29.41%
3 Months
  -26.67%
YTD
  -40.54%
1 Year
  -52.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.130
1M High / 1M Low: 0.210 0.120
6M High / 6M Low: 0.470 0.120
High (YTD): 04/01/2024 0.470
Low (YTD): 07/06/2024 0.120
52W High: 27/10/2023 0.790
52W Low: 07/06/2024 0.120
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.172
Avg. volume 1M:   0.000
Avg. price 6M:   0.297
Avg. volume 6M:   0.000
Avg. price 1Y:   0.400
Avg. volume 1Y:   0.000
Volatility 1M:   158.10%
Volatility 6M:   121.34%
Volatility 1Y:   105.24%
Volatility 3Y:   -