UC WAR. PUT 12/24 AZ2/ DE000HC7M968 /
2024-07-05 11:46:05 AM | Chg.0.0000 | Bid12:33:21 PM | Ask12:33:21 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1600EUR | 0.00% | 0.1500 Bid Size: 60,000 |
0.1600 Ask Size: 60,000 |
ANDRITZ AG | 50.00 - | 2024-12-18 | Put |
Master data
WKN: | HC7M96 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ANDRITZ AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 50.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-23 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -31.47 |
Leverage: | Yes |
Calculated values
Fair value: | 0.09 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.32 |
Historic volatility: | 0.24 |
Parity: | -0.67 |
Time value: | 0.18 |
Break-even: | 48.20 |
Moneyness: | 0.88 |
Premium: | 0.15 |
Premium p.a.: | 0.36 |
Spread abs.: | 0.04 |
Spread %: | 28.57% |
Delta: | -0.22 |
Theta: | -0.01 |
Omega: | -7.08 |
Rho: | -0.07 |
Quote data
Open: | 0.1600 |
---|---|
High: | 0.1600 |
Low: | 0.1600 |
Previous Close: | 0.1600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +14.29% | ||
---|---|---|---|
1 Month | +14.29% | ||
3 Months | -20.00% | ||
YTD | -54.29% | ||
1 Year | -76.12% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1600 | 0.1400 |
---|---|---|
1M High / 1M Low: | 0.1700 | 0.1100 |
6M High / 6M Low: | 0.4200 | 0.1100 |
High (YTD): | 2024-01-17 | 0.4200 |
Low (YTD): | 2024-06-13 | 0.1100 |
52W High: | 2023-10-26 | 1.0500 |
52W Low: | 2024-06-13 | 0.1100 |
Avg. price 1W: | 0.1480 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1505 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2299 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4695 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 172.54% | |
Volatility 6M: | 129.62% | |
Volatility 1Y: | 104.38% | |
Volatility 3Y: | - |