UC WAR. PUT 06/25 BMW/ DE000HC7J8M7 /
| 2024-10-02 9:41:58 PM | Chg.-0.0100 | Bid9:50:50 PM | Ask9:50:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4700EUR | -0.40% | 2.4600 Bid Size: 25,000 |
2.4700 Ask Size: 25,000 |
BAY.MOTOREN WERKE AG... | 100.00 - | 2025-06-18 | Put |
Master data
| WKN: | HC7J8M |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BAY.MOTOREN WERKE AG ST |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-21 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -3.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.23 |
|---|---|
| Intrinsic value: | 2.23 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.26 |
| Parity: | 2.23 |
| Time value: | 0.26 |
| Break-even: | 75.10 |
| Moneyness: | 1.29 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.01 |
| Spread %: | 0.40% |
| Delta: | -0.67 |
| Theta: | -0.01 |
| Omega: | -2.10 |
| Rho: | -0.55 |
Quote data
| Open: | 2.4800 |
|---|---|
| High: | 2.4800 |
| Low: | 2.4000 |
| Previous Close: | 2.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.78% | ||
|---|---|---|---|
| 1 Month | +11.76% | ||
| 3 Months | +53.42% | ||
| YTD | +81.62% | ||
| 1 Year | +57.32% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4800 | 2.3200 |
|---|---|---|
| 1M High / 1M Low: | 3.2700 | 2.2100 |
| 6M High / 6M Low: | 3.2700 | 0.7600 |
| High (YTD): | 2024-09-10 | 3.2700 |
| Low (YTD): | 2024-04-08 | 0.7600 |
| 52W High: | 2024-09-10 | 3.2700 |
| 52W Low: | 2024-04-08 | 0.7600 |
| Avg. price 1W: | 2.3980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6250 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7058 | |
| Avg. volume 6M: | 12.3077 | |
| Avg. price 1Y: | 1.5538 | |
| Avg. volume 1Y: | 6.2500 | |
| Volatility 1M: | 132.19% | |
| Volatility 6M: | 93.71% | |
| Volatility 1Y: | 85.01% | |
| Volatility 3Y: | - |
