UC WAR. PUT 12/24 EVK/ DE000HC7L101 /
9/5/2024 3:45:13 PM | Chg.-0.0700 | Bid5:21:10 PM | Ask5:21:10 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9900EUR | -6.60% | 1.0600 Bid Size: 25,000 |
1.0800 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: | -18.38 |
Leverage: | Yes |
Calculated values
Fair value: | 0.79 |
---|---|
Intrinsic value: | 0.15 |
Implied volatility: | 0.26 |
Historic volatility: | 0.19 |
Parity: | 0.15 |
Time value: | 0.93 |
Break-even: | 18.92 |
Moneyness: | 1.01 |
Premium: | 0.05 |
Premium p.a.: | 0.17 |
Spread abs.: | 0.10 |
Spread %: | 10.20% |
Delta: | -0.46 |
Theta: | 0.00 |
Omega: | -8.54 |
Rho: | -0.03 |
Quote data
Open: | 1.0100 |
---|---|
High: | 1.0100 |
Low: | 0.9900 |
Previous Close: | 1.0600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.94% | ||
---|---|---|---|
1 Month | -47.89% | ||
3 Months | -47.34% | ||
YTD | -62.78% | ||
1 Year | -70.09% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0800 | 0.9300 |
---|---|---|
1M High / 1M Low: | 2.1600 | 0.9300 |
6M High / 6M Low: | 3.9700 | 0.9300 |
High (YTD): | 1/23/2024 | 4.0800 |
Low (YTD): | 9/2/2024 | 0.9300 |
52W High: | 10/25/2023 | 4.7400 |
52W Low: | 9/2/2024 | 0.9300 |
Avg. price 1W: | 1.0080 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.4983 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.0229 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 2.7646 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 109.79% | |
Volatility 6M: | 106.16% | |
Volatility 1Y: | 91.02% | |
Volatility 3Y: | - |