UC WAR. PUT 12/24 DUE/ DE000HC7L069 /
| 7/17/2024 9:46:31 PM | Chg.-0.0800 | Bid9:59:08 PM | Ask9:59:08 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3800EUR | -5.48% | 0.9500 Bid Size: 4,000 |
1.7800 Ask Size: 4,000 |
DUERR AG O.N. | 20.00 - | 12/18/2024 | Put |
Master data
| WKN: | HC7L06 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DUERR AG O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/22/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -13.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.18 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.30 |
| Parity: | -0.56 |
| Time value: | 1.50 |
| Break-even: | 18.50 |
| Moneyness: | 0.97 |
| Premium: | 0.10 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.21 |
| Spread %: | 16.28% |
| Delta: | -0.38 |
| Theta: | -0.01 |
| Omega: | -5.24 |
| Rho: | -0.04 |
Quote data
| Open: | 1.4600 |
|---|---|
| High: | 1.4900 |
| Low: | 1.3800 |
| Previous Close: | 1.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.34% | ||
|---|---|---|---|
| 1 Month | +24.32% | ||
| 3 Months | +6.15% | ||
| YTD | -34.29% | ||
| 1 Year | -5.48% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4600 | 1.2400 |
|---|---|---|
| 1M High / 1M Low: | 1.6800 | 1.1100 |
| 6M High / 6M Low: | 2.5100 | 0.6100 |
| High (YTD): | 1/3/2024 | 2.5900 |
| Low (YTD): | 5/14/2024 | 0.6100 |
| 52W High: | 10/25/2023 | 3.3400 |
| 52W Low: | 5/14/2024 | 0.6100 |
| Avg. price 1W: | 1.3440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4186 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5229 | |
| Avg. volume 6M: | .3071 | |
| Avg. price 1Y: | 1.7503 | |
| Avg. volume 1Y: | .9336 | |
| Volatility 1M: | 132.26% | |
| Volatility 6M: | 118.14% | |
| Volatility 1Y: | 117.93% | |
| Volatility 3Y: | - |
