UC WAR. PUT 06/25 RSO/ DE000HC7UA11 /
| 07/11/2024 21:40:41 | Chg.-0.0200 | Bid21:51:03 | Ask21:51:03 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | -11.11% | 0.1500 Bid Size: 20,000 |
0.1800 Ask Size: 20,000 |
Ross Stores Inc | 100.00 - | 18/06/2025 | Put |
Master data
| WKN: | HC7UA1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 30/06/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -61.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.19 |
| Parity: | -2.91 |
| Time value: | 0.21 |
| Break-even: | 97.90 |
| Moneyness: | 0.77 |
| Premium: | 0.24 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.03 |
| Spread %: | 16.67% |
| Delta: | -0.12 |
| Theta: | -0.01 |
| Omega: | -7.11 |
| Rho: | -0.10 |
Quote data
| Open: | 0.1000 |
|---|---|
| High: | 0.1600 |
| Low: | 0.1000 |
| Previous Close: | 0.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.00% | ||
|---|---|---|---|
| 1 Month | -20.00% | ||
| 3 Months | -51.52% | ||
| YTD | -60.98% | ||
| 1 Year | -75.38% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2000 | 0.1800 |
|---|---|---|
| 1M High / 1M Low: | 0.2000 | 0.1400 |
| 6M High / 6M Low: | 0.3900 | 0.1100 |
| High (YTD): | 02/05/2024 | 0.4500 |
| Low (YTD): | 02/09/2024 | 0.1100 |
| 52W High: | 16/11/2023 | 0.6700 |
| 52W Low: | 02/09/2024 | 0.1100 |
| Avg. price 1W: | 0.1880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1748 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2185 | |
| Avg. volume 6M: | 22.7273 | |
| Avg. price 1Y: | 0.3090 | |
| Avg. volume 1Y: | 23.4375 | |
| Volatility 1M: | 125.88% | |
| Volatility 6M: | 151.15% | |
| Volatility 1Y: | 115.78% | |
| Volatility 3Y: | - |
