UC WAR. PUT 06/25 SQU/ DE000HC7J4F0 /
| 11/14/2024 3:47:01 PM | Chg.-0.0800 | Bid5:07:07 PM | Ask5:07:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7200EUR | -10.00% | 0.7100 Bid Size: 90,000 |
0.7200 Ask Size: 90,000 |
VINCI S.A. INH. EO... | 100.00 - | 6/18/2025 | 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: | 6/18/2025 |
| Issue date: | 6/21/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -12.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.53 |
|---|---|
| Intrinsic value: | 0.14 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.18 |
| Parity: | 0.14 |
| Time value: | 0.67 |
| Break-even: | 91.90 |
| Moneyness: | 1.01 |
| Premium: | 0.07 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.03 |
| Spread %: | 3.85% |
| Delta: | -0.45 |
| Theta: | -0.01 |
| Omega: | -5.48 |
| Rho: | -0.31 |
Quote data
| Open: | 0.7500 |
|---|---|
| High: | 0.7900 |
| Low: | 0.7200 |
| Previous Close: | 0.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.35% | ||
|---|---|---|---|
| 1 Month | +41.18% | ||
| 3 Months | -2.70% | ||
| YTD | +2.86% | ||
| 1 Year | -16.28% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8000 | 0.6700 |
|---|---|---|
| 1M High / 1M Low: | 0.8000 | 0.4700 |
| 6M High / 6M Low: | 1.0200 | 0.3700 |
| High (YTD): | 6/14/2024 | 1.0200 |
| Low (YTD): | 5/27/2024 | 0.3700 |
| 52W High: | 6/14/2024 | 1.0200 |
| 52W Low: | 5/27/2024 | 0.3700 |
| Avg. price 1W: | 0.7100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6226 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6211 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6115 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 112.38% | |
| Volatility 6M: | 146.75% | |
| Volatility 1Y: | 114.37% | |
| Volatility 3Y: | - |
