UC WAR. PUT 06/25 SQU/ DE000HC7J4F0 /
10/10/2024 21:45:33 | Chg.0.0000 | Bid21:59:12 | Ask21:59:12 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5400EUR | 0.00% | 0.5100 Bid Size: 15,000 |
0.5400 Ask Size: 15,000 |
VINCI S.A. INH. EO... | 100.00 - | 18/06/2025 | Put |
Master data
WKN: | HC7J4F |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VINCI S.A. INH. EO 2,50 |
Type: | Warrant |
Option type: | Put |
Strike price: | 100.00 - |
Maturity: | 18/06/2025 |
Issue date: | 21/06/2023 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -19.95 |
Leverage: | Yes |
Calculated values
Fair value: | 0.24 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.28 |
Historic volatility: | 0.18 |
Parity: | -0.78 |
Time value: | 0.54 |
Break-even: | 94.60 |
Moneyness: | 0.93 |
Premium: | 0.12 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.03 |
Spread %: | 5.88% |
Delta: | -0.30 |
Theta: | -0.01 |
Omega: | -5.93 |
Rho: | -0.26 |
Quote data
Open: | 0.5400 |
---|---|
High: | 0.5400 |
Low: | 0.5400 |
Previous Close: | 0.5400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -14.29% | ||
---|---|---|---|
1 Month | +10.20% | ||
3 Months | -20.59% | ||
YTD | -22.86% | ||
1 Year | -47.57% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6300 | 0.5400 |
---|---|---|
1M High / 1M Low: | 0.7600 | 0.4300 |
6M High / 6M Low: | 1.0200 | 0.3700 |
High (YTD): | 14/06/2024 | 1.0200 |
Low (YTD): | 27/05/2024 | 0.3700 |
52W High: | 23/10/2023 | 1.2600 |
52W Low: | 27/05/2024 | 0.3700 |
Avg. price 1W: | 0.5900 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5300 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.6087 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.6560 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 207.40% | |
Volatility 6M: | 142.33% | |
Volatility 1Y: | 110.60% | |
Volatility 3Y: | - |