UC WAR. PUT 12/24 DUE/ DE000HC7L069 /
| 28/06/2024 21:45:53 | Chg.-0.0100 | Bid21:59:54 | Ask21:59:54 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6700EUR | -0.60% | 1.6100 Bid Size: 2,000 |
1.8100 Ask Size: 2,000 |
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: | -10.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.56 |
|---|---|
| Intrinsic value: | 0.20 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.30 |
| Parity: | 0.20 |
| Time value: | 1.61 |
| Break-even: | 18.19 |
| Moneyness: | 1.01 |
| Premium: | 0.08 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.20 |
| Spread %: | 12.42% |
| Delta: | -0.44 |
| Theta: | 0.00 |
| Omega: | -4.82 |
| Rho: | -0.05 |
Quote data
| Open: | 1.6600 |
|---|---|
| High: | 1.6700 |
| Low: | 1.6600 |
| Previous Close: | 1.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.60% | ||
|---|---|---|---|
| 1 Month | +116.88% | ||
| 3 Months | -5.11% | ||
| YTD | -20.48% | ||
| 1 Year | +30.47% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6800 | 1.4200 |
|---|---|---|
| 1M High / 1M Low: | 1.6800 | 0.6700 |
| 6M High / 6M Low: | 2.5900 | 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: | 1.6140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1250 | |
| Avg. volume 1M: | 1.7727 | |
| Avg. price 6M: | 1.6130 | |
| Avg. volume 6M: | .3095 | |
| Avg. price 1Y: | 1.7545 | |
| Avg. volume 1Y: | .9373 | |
| Volatility 1M: | 150.76% | |
| Volatility 6M: | 120.93% | |
| Volatility 1Y: | 116.28% | |
| Volatility 3Y: | - |
