UniCredit Put 60 CCC3 15.01.2025
/ DE000HC5VGA0
UniCredit Put 60 CCC3 15.01.2025/ DE000HC5VGA0 /
2024-06-07 7:39:26 PM |
Chg.0.000 |
Bid9:57:03 PM |
Ask9:57:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
0.00% |
0.130 Bid Size: 80,000 |
0.140 Ask Size: 80,000 |
COCA-COLA CO. D... |
60.00 - |
2025-01-15 |
Put |
Master data
WKN: |
HC5VGA |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
COCA-COLA CO. DL-,25 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 - |
Maturity: |
2025-01-15 |
Issue date: |
2023-04-11 |
Last trading day: |
2025-01-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-42.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.08 |
Implied volatility: |
0.09 |
Historic volatility: |
0.12 |
Parity: |
0.08 |
Time value: |
0.06 |
Break-even: |
58.60 |
Moneyness: |
1.01 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.01 |
Spread %: |
7.69% |
Delta: |
-0.44 |
Theta: |
0.00 |
Omega: |
-18.54 |
Rho: |
-0.17 |
Quote data
Open: |
0.120 |
High: |
0.130 |
Low: |
0.120 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-29.41% |
1 Month |
|
|
-20.00% |
3 Months |
|
|
-60.00% |
YTD |
|
|
-67.57% |
1 Year |
|
|
-70.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.120 |
1M High / 1M Low: |
0.180 |
0.120 |
6M High / 6M Low: |
0.430 |
0.120 |
High (YTD): |
2024-01-05 |
0.380 |
Low (YTD): |
2024-06-07 |
0.120 |
52W High: |
2023-10-13 |
0.800 |
52W Low: |
2024-06-07 |
0.120 |
Avg. price 1W: |
|
0.134 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.150 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.274 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.364 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
120.15% |
Volatility 6M: |
|
102.18% |
Volatility 1Y: |
|
93.05% |
Volatility 3Y: |
|
- |