UC WAR. PUT 12/24 CSA/ DE000HC3LH01 /
30/07/2024 21:41:13 | Chg.-0.0400 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8900EUR | -4.30% | 0.8600 Bid Size: 15,000 |
0.8700 Ask Size: 15,000 |
Accenture PLC | 300.00 - | 18/12/2024 | Put |
Master data
WKN: | HC3LH0 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Accenture PLC |
Type: | Warrant |
Option type: | Put |
Strike price: | 300.00 - |
Maturity: | 18/12/2024 |
Issue date: | 27/01/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -32.07 |
Leverage: | Yes |
Calculated values
Fair value: | 1.23 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.16 |
Historic volatility: | 0.20 |
Parity: | -0.15 |
Time value: | 0.94 |
Break-even: | 290.60 |
Moneyness: | 1.00 |
Premium: | 0.04 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.01 |
Spread %: | 1.08% |
Delta: | -0.41 |
Theta: | -0.03 |
Omega: | -13.01 |
Rho: | -0.51 |
Quote data
Open: | 0.8900 |
---|---|
High: | 0.9200 |
Low: | 0.8700 |
Previous Close: | 0.9300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +1.14% | ||
---|---|---|---|
1 Month | -46.39% | ||
3 Months | -56.16% | ||
YTD | -23.93% | ||
1 Year | -62.61% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.9300 | 0.8100 |
---|---|---|
1M High / 1M Low: | 1.9300 | 0.8100 |
6M High / 6M Low: | 2.9300 | 0.6300 |
High (YTD): | 31/05/2024 | 2.9300 |
Low (YTD): | 07/03/2024 | 0.6300 |
52W High: | 27/10/2023 | 3.2200 |
52W Low: | 07/03/2024 | 0.6300 |
Avg. price 1W: | 0.8820 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2595 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.4193 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.7225 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 141.90% | |
Volatility 6M: | 160.20% | |
Volatility 1Y: | 126.39% | |
Volatility 3Y: | - |