UC WAR. PUT 12/24 BNP/ DE000HC30Q05 /
2024-07-25 11:45:39 AM | Chg.+0.0090 | Bid12:56:07 PM | Ask12:56:07 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0590EUR | +18.00% | 0.0620 Bid Size: 400,000 |
0.0670 Ask Size: 400,000 |
BNP PARIBAS INH. ... | 50.00 - | 2024-12-18 | Put |
Master data
WKN: | HC30Q0 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BNP PARIBAS INH. EO 2 |
Type: | Warrant |
Option type: | Put |
Strike price: | 50.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-01-11 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -116.51 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.33 |
Historic volatility: | 0.23 |
Parity: | -1.41 |
Time value: | 0.06 |
Break-even: | 49.45 |
Moneyness: | 0.78 |
Premium: | 0.23 |
Premium p.a.: | 0.67 |
Spread abs.: | 0.01 |
Spread %: | 12.24% |
Delta: | -0.08 |
Theta: | -0.01 |
Omega: | -9.76 |
Rho: | -0.02 |
Quote data
Open: | 0.0510 |
---|---|
High: | 0.0590 |
Low: | 0.0510 |
Previous Close: | 0.0500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -4.84% | ||
---|---|---|---|
1 Month | -50.83% | ||
3 Months | -41.00% | ||
YTD | -79.66% | ||
1 Year | -85.95% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0620 | 0.0500 |
---|---|---|
1M High / 1M Low: | 0.1400 | 0.0500 |
6M High / 6M Low: | 0.4300 | 0.0500 |
High (YTD): | 2024-02-13 | 0.4300 |
Low (YTD): | 2024-07-24 | 0.0500 |
52W High: | 2023-10-30 | 0.5400 |
52W Low: | 2024-07-24 | 0.0500 |
Avg. price 1W: | 0.0578 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0828 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1636 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.2746 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 195.24% | |
Volatility 6M: | 179.75% | |
Volatility 1Y: | 139.15% | |
Volatility 3Y: | - |