UC WAR. PUT 06/25 LOR/ DE000HC7NVP0 /
| 09/10/2024 17:46:31 | Chg.-0.1200 | Bid18:34:21 | Ask18:34:21 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.4600EUR | -3.35% | 3.4400 Bid Size: 15,000 |
3.4700 Ask Size: 15,000 |
L OREAL INH. E... | 400.00 - | 18/06/2025 | Put |
Master data
| WKN: | HC7NVP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | L OREAL INH. EO 0,2 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 400.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 26/06/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -10.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.93 |
|---|---|
| Intrinsic value: | 1.31 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.21 |
| Parity: | 1.31 |
| Time value: | 2.29 |
| Break-even: | 364.00 |
| Moneyness: | 1.03 |
| Premium: | 0.06 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.06 |
| Spread %: | 1.69% |
| Delta: | -0.48 |
| Theta: | -0.05 |
| Omega: | -5.11 |
| Rho: | -1.52 |
Quote data
| Open: | 3.5300 |
|---|---|
| High: | 3.5300 |
| Low: | 3.4400 |
| Previous Close: | 3.5800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.81% | ||
|---|---|---|---|
| 1 Month | -4.95% | ||
| 3 Months | +15.72% | ||
| YTD | +29.10% | ||
| 1 Year | -25.75% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.5800 | 3.1800 |
|---|---|---|
| 1M High / 1M Low: | 4.6300 | 2.5500 |
| 6M High / 6M Low: | 4.6300 | 1.6100 |
| High (YTD): | 12/09/2024 | 4.6300 |
| Low (YTD): | 14/05/2024 | 1.6100 |
| 52W High: | 19/10/2023 | 5.3400 |
| 52W Low: | 14/05/2024 | 1.6100 |
| Avg. price 1W: | 3.3440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.7523 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.7960 | |
| Avg. volume 6M: | 4.1692 | |
| Avg. price 1Y: | 2.9177 | |
| Avg. volume 1Y: | 2.1172 | |
| Volatility 1M: | 184.94% | |
| Volatility 6M: | 125.66% | |
| Volatility 1Y: | 106.62% | |
| Volatility 3Y: | - |
