UC WAR. PUT 12/24 ESL/ DE000HC7MA94 /
| 7/11/2024 9:45:44 AM | Chg.-0.1100 | Bid10:25:06 AM | Ask10:25:06 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1200EUR | -8.94% | 1.1000 Bid Size: 50,000 |
1.1100 Ask Size: 50,000 |
ESSILORLUXO. INH. EO... | 200.00 - | 12/18/2024 | Put |
Master data
| WKN: | HC7MA9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 200.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/23/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -15.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.85 |
|---|---|
| Intrinsic value: | 0.34 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.16 |
| Parity: | 0.34 |
| Time value: | 0.92 |
| Break-even: | 187.50 |
| Moneyness: | 1.02 |
| Premium: | 0.05 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.07 |
| Spread %: | 5.93% |
| Delta: | -0.47 |
| Theta: | -0.03 |
| Omega: | -7.41 |
| Rho: | -0.46 |
Quote data
| Open: | 1.1900 |
|---|---|
| High: | 1.1900 |
| Low: | 1.1200 |
| Previous Close: | 1.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.29% | ||
|---|---|---|---|
| 1 Month | +15.46% | ||
| 3 Months | -15.79% | ||
| YTD | -56.25% | ||
| 1 Year | -65.96% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2300 | 0.9800 |
|---|---|---|
| 1M High / 1M Low: | 1.2300 | 0.8600 |
| 6M High / 6M Low: | 2.9300 | 0.8500 |
| High (YTD): | 1/17/2024 | 2.9300 |
| Low (YTD): | 6/5/2024 | 0.8500 |
| 52W High: | 10/19/2023 | 4.0200 |
| 52W Low: | 6/5/2024 | 0.8500 |
| Avg. price 1W: | 1.1080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0236 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4561 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.2685 | |
| Avg. volume 1Y: | .6250 | |
| Volatility 1M: | 169.73% | |
| Volatility 6M: | 107.99% | |
| Volatility 1Y: | 87.63% | |
| Volatility 3Y: | - |
