UC WAR. PUT 12/24 AZ2/ DE000HC7M968 /
| 7/26/2024 1:45:31 PM | Chg.+0.0100 | Bid3:31:36 PM | Ask3:31:36 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1400EUR | +7.69% | 0.1400 Bid Size: 100,000 |
0.1500 Ask Size: 100,000 |
ANDRITZ AG | 50.00 - | 12/18/2024 | Put |
Master data
| WKN: | HC7M96 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ANDRITZ AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 50.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/23/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -31.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.23 |
| Parity: | -0.73 |
| Time value: | 0.18 |
| Break-even: | 48.20 |
| Moneyness: | 0.87 |
| Premium: | 0.16 |
| Premium p.a.: | 0.45 |
| Spread abs.: | 0.10 |
| Spread %: | 125.00% |
| Delta: | -0.22 |
| Theta: | -0.01 |
| Omega: | -6.94 |
| Rho: | -0.06 |
Quote data
| Open: | 0.1300 |
|---|---|
| High: | 0.1400 |
| Low: | 0.1300 |
| Previous Close: | 0.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -22.22% | ||
|---|---|---|---|
| 1 Month | -12.50% | ||
| 3 Months | -56.25% | ||
| YTD | -60.00% | ||
| 1 Year | -80.82% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1800 | 0.1300 |
|---|---|---|
| 1M High / 1M Low: | 0.1800 | 0.1300 |
| 6M High / 6M Low: | 0.3300 | 0.1100 |
| High (YTD): | 1/17/2024 | 0.4200 |
| Low (YTD): | 6/13/2024 | 0.1100 |
| 52W High: | 10/26/2023 | 1.0500 |
| 52W Low: | 6/13/2024 | 0.1100 |
| Avg. price 1W: | 0.1620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1600 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2047 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4363 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 130.91% | |
| Volatility 6M: | 133.26% | |
| Volatility 1Y: | 107.58% | |
| Volatility 3Y: | - |
