UC WAR. PUT 06/25 LOR/ DE000HC7NVP0 /
| 11/12/2024 3:45:19 PM | Chg.+0.420 | Bid4:08:40 PM | Ask4:08:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.290EUR | +6.11% | 7.440 Bid Size: 20,000 |
7.450 Ask Size: 20,000 |
L OREAL INH. E... | 400.00 - | 6/18/2025 | 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: | 6/18/2025 |
| Issue date: | 6/26/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -4.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.30 |
|---|---|
| Intrinsic value: | 6.30 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.22 |
| Parity: | 6.30 |
| Time value: | 0.61 |
| Break-even: | 330.90 |
| Moneyness: | 1.19 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.05 |
| Spread %: | 0.73% |
| Delta: | -0.70 |
| Theta: | -0.04 |
| Omega: | -3.42 |
| Rho: | -1.82 |
Quote data
| Open: | 7.170 |
|---|---|
| High: | 7.300 |
| Low: | 7.170 |
| Previous Close: | 6.870 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +23.35% | ||
|---|---|---|---|
| 1 Month | +122.94% | ||
| 3 Months | +76.51% | ||
| YTD | +172.01% | ||
| 1 Year | +106.52% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.040 | 5.910 |
|---|---|---|
| 1M High / 1M Low: | 7.040 | 3.380 |
| 6M High / 6M Low: | 7.040 | 1.610 |
| High (YTD): | 11/8/2024 | 7.040 |
| Low (YTD): | 5/14/2024 | 1.610 |
| 52W High: | 11/8/2024 | 7.040 |
| 52W Low: | 5/14/2024 | 1.610 |
| Avg. price 1W: | 6.494 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.469 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.305 | |
| Avg. volume 6M: | 4.137 | |
| Avg. price 1Y: | 2.995 | |
| Avg. volume 1Y: | 2.125 | |
| Volatility 1M: | 136.08% | |
| Volatility 6M: | 130.47% | |
| Volatility 1Y: | 111.28% | |
| Volatility 3Y: | - |
