UC WAR. PUT 06/25 BMW/ DE000HC7J8M7 /
02/10/2024 21:41:58 | Chg.-0.0100 | Bid21:50:50 | Ask21:50:50 | 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 - | 18/06/2025 | 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: | 18/06/2025 |
Issue date: | 21/06/2023 |
Last trading day: | 17/06/2025 |
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): | 10/09/2024 | 3.2700 |
Low (YTD): | 08/04/2024 | 0.7600 |
52W High: | 10/09/2024 | 3.2700 |
52W Low: | 08/04/2024 | 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: | - |