UC WAR. PUT 06/25 LOR/ DE000HC7JDU6 /
2024-08-13 11:45:45 AM | Chg.- | Bid1:22:30 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
12.390EUR | - | 12.460 Bid Size: 25,000 |
- Ask Size: - |
L OREAL INH. E... | 500.00 - | 2025-06-18 | Put |
Master data
WKN: | HC7JDU |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | L OREAL INH. EO 0,2 |
Type: | Warrant |
Option type: | Put |
Strike price: | 500.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-06-21 |
Last trading day: | 2024-08-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -3.18 |
Leverage: | Yes |
Calculated values
Fair value: | 11.25 |
---|---|
Intrinsic value: | 11.25 |
Implied volatility: | 0.39 |
Historic volatility: | 0.19 |
Parity: | 11.25 |
Time value: | 0.94 |
Break-even: | 378.20 |
Moneyness: | 1.29 |
Premium: | 0.02 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | -0.69 |
Theta: | -0.05 |
Omega: | -2.18 |
Rho: | -3.02 |
Quote data
Open: | 12.130 |
---|---|
High: | 12.390 |
Low: | 12.130 |
Previous Close: | 12.240 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +9.45% | ||
3 Months | +111.07% | ||
YTD | +75.99% | ||
1 Year | +17.78% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 12.390 | 11.280 |
6M High / 6M Low: | 12.390 | 5.740 |
High (YTD): | 2024-08-13 | 12.390 |
Low (YTD): | 2024-05-14 | 5.740 |
52W High: | 2023-10-19 | 12.770 |
52W Low: | 2024-05-14 | 5.740 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 11.690 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 8.069 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 8.478 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 36.99% | |
Volatility 6M: | 79.29% | |
Volatility 1Y: | 74.40% | |
Volatility 3Y: | - |