UC WAR. PUT 12/24 ACR/ DE000HC7M877 /
2024-07-16 9:45:16 PM | Chg.+0.1500 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.9900EUR | +5.28% | 2.8000 Bid Size: 2,000 |
3.0200 Ask Size: 2,000 |
ACCOR SA INH. ... | 40.00 - | 2024-12-18 | Put |
Master data
WKN: | HC7M87 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ACCOR SA INH. EO 3 |
Type: | Warrant |
Option type: | Put |
Strike price: | 40.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-23 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -13.51 |
Leverage: | Yes |
Calculated values
Fair value: | 1.89 |
---|---|
Intrinsic value: | 0.42 |
Implied volatility: | 0.30 |
Historic volatility: | 0.19 |
Parity: | 0.42 |
Time value: | 2.51 |
Break-even: | 37.07 |
Moneyness: | 1.01 |
Premium: | 0.06 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.22 |
Spread %: | 8.12% |
Delta: | -0.45 |
Theta: | -0.01 |
Omega: | -6.10 |
Rho: | -0.09 |
Quote data
Open: | 2.8700 |
---|---|
High: | 3.0300 |
Low: | 2.8700 |
Previous Close: | 2.8400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.43% | ||
---|---|---|---|
1 Month | -29.98% | ||
3 Months | -25.44% | ||
YTD | -55.24% | ||
1 Year | -60.76% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.2300 | 2.8400 |
---|---|---|
1M High / 1M Low: | 4.0700 | 2.8400 |
6M High / 6M Low: | 6.4500 | 2.3500 |
High (YTD): | 2024-01-05 | 7.0100 |
Low (YTD): | 2024-03-28 | 2.3500 |
52W High: | 2023-11-06 | 10.7300 |
52W Low: | 2024-03-28 | 2.3500 |
Avg. price 1W: | 2.9860 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.2824 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.6032 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 5.9003 | |
Avg. volume 1Y: | .2745 | |
Volatility 1M: | 114.55% | |
Volatility 6M: | 104.39% | |
Volatility 1Y: | 82.26% | |
Volatility 3Y: | - |