UC WAR. PUT 09/24 GXI/ DE000HC9D8S8 /
| 2024-07-29 7:46:15 PM | Chg.-0.0800 | Bid9:22:47 PM | Ask9:22:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7300EUR | -9.88% | 0.6700 Bid Size: 8,000 |
0.7300 Ask Size: 8,000 |
GERRESHEIMER AG | 100.00 - | 2024-09-18 | Put |
Master data
| WKN: | HC9D8S |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -10.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.91 |
|---|---|
| Intrinsic value: | 0.63 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.40 |
| Parity: | 0.63 |
| Time value: | 0.24 |
| Break-even: | 91.40 |
| Moneyness: | 1.07 |
| Premium: | 0.03 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.10 |
| Spread %: | 13.16% |
| Delta: | -0.64 |
| Theta: | -0.04 |
| Omega: | -7.02 |
| Rho: | -0.10 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 0.8200 |
| Low: | 0.7300 |
| Previous Close: | 0.8100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.29% | ||
|---|---|---|---|
| 1 Month | +7.35% | ||
| 3 Months | -23.16% | ||
| YTD | -50.34% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9200 | 0.7000 |
|---|---|---|
| 1M High / 1M Low: | 0.9200 | 0.4500 |
| 6M High / 6M Low: | 1.6800 | 0.4500 |
| High (YTD): | 2024-01-17 | 1.8500 |
| Low (YTD): | 2024-07-11 | 0.4500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6480 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9011 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 215.02% | |
| Volatility 6M: | 163.06% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
