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: | - |