UC WAR. PUT 12/24 ESL/ DE000HC7MA94 /
7/10/2024 9:45:02 PM | Chg.- | Bid9:59:09 PM | Ask9:59:09 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2300EUR | - | 1.1800 Bid Size: 6,000 |
1.2500 Ask Size: 6,000 |
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: | -15.65 |
Leverage: | Yes |
Calculated values
Fair value: | 0.83 |
---|---|
Intrinsic value: | 0.28 |
Implied volatility: | 0.25 |
Historic volatility: | 0.16 |
Parity: | 0.28 |
Time value: | 0.98 |
Break-even: | 187.40 |
Moneyness: | 1.01 |
Premium: | 0.05 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.07 |
Spread %: | 5.88% |
Delta: | -0.46 |
Theta: | -0.03 |
Omega: | -7.25 |
Rho: | -0.46 |
Quote data
Open: | 1.2300 |
---|---|
High: | 1.2400 |
Low: | 1.1900 |
Previous Close: | 1.2200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +25.51% | ||
---|---|---|---|
1 Month | +26.80% | ||
3 Months | -7.52% | ||
YTD | -51.95% | ||
1 Year | -62.61% | ||
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: | - |