UC WAR. PUT 12/24 EVK/ DE000HC7L101 /
7/9/2024 9:45:21 AM | Chg.0.0000 | Bid10:20:33 AM | Ask10:20:33 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4600EUR | 0.00% | 1.4500 Bid Size: 25,000 |
1.4700 Ask Size: 25,000 |
EVONIK INDUSTRIES NA... | 20.00 - | 12/18/2024 | Put |
Master data
WKN: | HC7L10 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | EVONIK INDUSTRIES NA 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: | -12.69 |
Leverage: | Yes |
Calculated values
Fair value: | 1.20 |
---|---|
Intrinsic value: | 0.72 |
Implied volatility: | 0.25 |
Historic volatility: | 0.19 |
Parity: | 0.72 |
Time value: | 0.81 |
Break-even: | 18.48 |
Moneyness: | 1.04 |
Premium: | 0.04 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.10 |
Spread %: | 7.04% |
Delta: | -0.51 |
Theta: | 0.00 |
Omega: | -6.52 |
Rho: | -0.05 |
Quote data
Open: | 1.4600 |
---|---|
High: | 1.4600 |
Low: | 1.4600 |
Previous Close: | 1.4600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -17.51% | ||
---|---|---|---|
1 Month | -29.13% | ||
3 Months | -33.94% | ||
YTD | -45.11% | ||
1 Year | -59.33% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.7700 | 1.4100 |
---|---|---|
1M High / 1M Low: | 2.1600 | 1.4100 |
6M High / 6M Low: | 4.0800 | 1.4100 |
High (YTD): | 1/23/2024 | 4.0800 |
Low (YTD): | 7/5/2024 | 1.4100 |
52W High: | 10/25/2023 | 4.7400 |
52W Low: | 7/5/2024 | 1.4100 |
Avg. price 1W: | 1.5200 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.6852 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.7049 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 3.0658 | |
Avg. volume 1Y: | .6667 | |
Volatility 1M: | 142.39% | |
Volatility 6M: | 90.76% | |
Volatility 1Y: | 79.48% | |
Volatility 3Y: | - |