UC WAR. PUT 12/24 DUE/ DE000HC7L069 /
| 18/09/2024 15:47:10 | Chg.-0.0600 | Bid16:46:01 | Ask16:46:01 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3400EUR | -4.29% | 1.2600 Bid Size: 25,000 |
1.3000 Ask Size: 25,000 |
DUERR AG O.N. | 20.00 - | 18/12/2024 | Put |
Master data
| WKN: | HC7L06 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DUERR AG O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 22/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -12.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.41 |
|---|---|
| Intrinsic value: | 0.44 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.32 |
| Parity: | 0.44 |
| Time value: | 1.11 |
| Break-even: | 18.45 |
| Moneyness: | 1.02 |
| Premium: | 0.06 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.20 |
| Spread %: | 14.81% |
| Delta: | -0.49 |
| Theta: | -0.01 |
| Omega: | -6.24 |
| Rho: | -0.03 |
Quote data
| Open: | 1.3300 |
|---|---|
| High: | 1.4000 |
| Low: | 1.3300 |
| Previous Close: | 1.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -36.19% | ||
|---|---|---|---|
| 1 Month | -10.07% | ||
| 3 Months | +20.72% | ||
| YTD | -36.19% | ||
| 1 Year | -5.63% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1000 | 1.4000 |
|---|---|---|
| 1M High / 1M Low: | 2.4100 | 1.3300 |
| 6M High / 6M Low: | 2.4100 | 0.6100 |
| High (YTD): | 03/01/2024 | 2.5900 |
| Low (YTD): | 14/05/2024 | 0.6100 |
| 52W High: | 25/10/2023 | 3.3400 |
| 52W Low: | 14/05/2024 | 0.6100 |
| Avg. price 1W: | 1.6980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6509 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3549 | |
| Avg. volume 6M: | .3023 | |
| Avg. price 1Y: | 1.7873 | |
| Avg. volume 1Y: | .9336 | |
| Volatility 1M: | 203.50% | |
| Volatility 6M: | 153.02% | |
| Volatility 1Y: | 139.79% | |
| Volatility 3Y: | - |
