UC WAR. PUT 12/24 B1C/ DE000HC63S86 /
| 11/10/2024 21:41:23 | Chg.-0.0100 | Bid21:56:57 | Ask21:56:57 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5500EUR | -1.79% | 0.5600 Bid Size: 45,000 |
0.5900 Ask Size: 45,000 |
Baidu Inc | 100.00 - | 18/12/2024 | Put |
Master data
| WKN: | HC63S8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Baidu Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 18/04/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -16.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.84 |
|---|---|
| Intrinsic value: | 0.51 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.36 |
| Parity: | 0.51 |
| Time value: | 0.08 |
| Break-even: | 94.10 |
| Moneyness: | 1.05 |
| Premium: | 0.01 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.03 |
| Spread %: | 5.36% |
| Delta: | -0.70 |
| Theta: | -0.01 |
| Omega: | -11.26 |
| Rho: | -0.13 |
Quote data
| Open: | 0.5500 |
|---|---|
| High: | 0.6100 |
| Low: | 0.5300 |
| Previous Close: | 0.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +19.57% | ||
|---|---|---|---|
| 1 Month | -65.41% | ||
| 3 Months | -42.11% | ||
| YTD | -39.56% | ||
| 1 Year | -44.44% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5600 | 0.3900 |
|---|---|---|
| 1M High / 1M Low: | 1.5900 | 0.3800 |
| 6M High / 6M Low: | 1.8300 | 0.3800 |
| High (YTD): | 05/08/2024 | 1.8300 |
| Low (YTD): | 02/10/2024 | 0.3800 |
| 52W High: | 05/08/2024 | 1.8300 |
| 52W Low: | 02/10/2024 | 0.3800 |
| Avg. price 1W: | 0.5140 | |
| Avg. volume 1W: | 100 | |
| Avg. price 1M: | 0.8510 | |
| Avg. volume 1M: | 282.7619 | |
| Avg. price 6M: | 1.2164 | |
| Avg. volume 6M: | 46.0310 | |
| Avg. price 1Y: | 1.1717 | |
| Avg. volume 1Y: | 23.2863 | |
| Volatility 1M: | 243.50% | |
| Volatility 6M: | 148.79% | |
| Volatility 1Y: | 127.44% | |
| Volatility 3Y: | - |
