UC WAR. PUT 06/25 BMW/ DE000HC7J8M7 /
| 8/26/2024 11:41:04 AM | Chg.-0.0100 | Bid12:21:36 PM | Ask12:21:36 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9300EUR | -0.52% | 1.9000 Bid Size: 150,000 |
1.9100 Ask Size: 150,000 |
BAY.MOTOREN WERKE AG... | 100.00 - | 6/18/2025 | 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: | 6/18/2025 |
| Issue date: | 6/21/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -4.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.55 |
|---|---|
| Intrinsic value: | 1.55 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.22 |
| Parity: | 1.55 |
| Time value: | 0.39 |
| Break-even: | 80.60 |
| Moneyness: | 1.18 |
| Premium: | 0.05 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.01 |
| Spread %: | 0.52% |
| Delta: | -0.60 |
| Theta: | -0.01 |
| Omega: | -2.61 |
| Rho: | -0.57 |
Quote data
| Open: | 1.9300 |
|---|---|
| High: | 1.9500 |
| Low: | 1.9300 |
| Previous Close: | 1.9400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.31% | ||
|---|---|---|---|
| 1 Month | +13.53% | ||
| 3 Months | +39.86% | ||
| YTD | +41.91% | ||
| 1 Year | +24.52% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0800 | 1.9400 |
|---|---|---|
| 1M High / 1M Low: | 2.4000 | 1.7000 |
| 6M High / 6M Low: | 2.4000 | 0.7600 |
| High (YTD): | 8/12/2024 | 2.4000 |
| Low (YTD): | 4/8/2024 | 0.7600 |
| 52W High: | 8/12/2024 | 2.4000 |
| 52W Low: | 4/8/2024 | 0.7600 |
| Avg. price 1W: | 2.0200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1148 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3935 | |
| Avg. volume 6M: | 12.5984 | |
| Avg. price 1Y: | 1.4448 | |
| Avg. volume 1Y: | 6.2992 | |
| Volatility 1M: | 73.70% | |
| Volatility 6M: | 88.05% | |
| Volatility 1Y: | 78.68% | |
| Volatility 3Y: | - |
