UC WAR. PUT 12/24 E0P/ DE000HC96G16 /
| 10/11/2024 9:40:17 AM | Chg.-0.0100 | Bid10:34:05 AM | Ask10:34:05 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1000EUR | -0.90% | 1.0900 Bid Size: 15,000 |
1.1200 Ask Size: 15,000 |
ENPHASE ENERGY INC.D... | 100.00 - | 12/18/2024 | Put |
Master data
| WKN: | HC96G1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENPHASE ENERGY INC.DL-,01 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 9/11/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -8.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.43 |
|---|---|
| Intrinsic value: | 0.93 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.57 |
| Parity: | 0.93 |
| Time value: | 0.20 |
| Break-even: | 88.70 |
| Moneyness: | 1.10 |
| Premium: | 0.02 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.01 |
| Spread %: | 0.89% |
| Delta: | -0.69 |
| Theta: | -0.03 |
| Omega: | -5.55 |
| Rho: | -0.14 |
Quote data
| Open: | 1.0900 |
|---|---|
| High: | 1.1000 |
| Low: | 1.0900 |
| Previous Close: | 1.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +17.02% | ||
|---|---|---|---|
| 1 Month | +20.88% | ||
| 3 Months | -7.56% | ||
| YTD | -20.29% | ||
| 1 Year | -31.68% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1100 | 0.9100 |
|---|---|---|
| 1M High / 1M Low: | 1.1100 | 0.6100 |
| 6M High / 6M Low: | 1.7500 | 0.6000 |
| High (YTD): | 2/5/2024 | 2.2100 |
| Low (YTD): | 9/2/2024 | 0.6000 |
| 52W High: | 11/1/2023 | 3.1600 |
| 52W Low: | 9/2/2024 | 0.6000 |
| Avg. price 1W: | 0.9680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8123 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1008 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.4703 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 146.03% | |
| Volatility 6M: | 156.53% | |
| Volatility 1Y: | 134.56% | |
| Volatility 3Y: | - |
