UC WAR. PUT 12/24 AZ2/ DE000HC7M968 /
26/06/2024 21:46:56 | Chg.0.0000 | Bid21:59:15 | Ask21:59:15 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1600EUR | 0.00% | 0.1400 Bid Size: 10,000 |
0.1800 Ask Size: 10,000 |
ANDRITZ AG | 50.00 - | 18/12/2024 | Put |
Master data
WKN: | HC7M96 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ANDRITZ AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 50.00 - |
Maturity: | 18/12/2024 |
Issue date: | 23/06/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -24.98 |
Leverage: | Yes |
Calculated values
Fair value: | 0.08 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.37 |
Historic volatility: | 0.24 |
Parity: | -0.75 |
Time value: | 0.23 |
Break-even: | 47.70 |
Moneyness: | 0.87 |
Premium: | 0.17 |
Premium p.a.: | 0.39 |
Spread abs.: | 0.17 |
Spread %: | 283.33% |
Delta: | -0.23 |
Theta: | -0.01 |
Omega: | -5.79 |
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 | 0.00% | ||
---|---|---|---|
1 Month | -5.88% | ||
3 Months | -15.79% | ||
YTD | -54.29% | ||
1 Year | -77.78% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1600 | 0.1400 |
---|---|---|
1M High / 1M Low: | 0.2000 | 0.1100 |
6M High / 6M Low: | 0.4200 | 0.1100 |
High (YTD): | 17/01/2024 | 0.4200 |
Low (YTD): | 13/06/2024 | 0.1100 |
52W High: | 26/10/2023 | 1.0500 |
52W Low: | 13/06/2024 | 0.1100 |
Avg. price 1W: | 0.1560 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1587 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2407 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4818 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 179.88% | |
Volatility 6M: | 127.89% | |
Volatility 1Y: | 103.39% | |
Volatility 3Y: | - |