UC WAR. PUT 12/24 EVK/ DE000HC7L101 /
| 02/08/2024 17:45:28 | Chg.+0.0200 | Bid19:12:49 | Ask19:12:49 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5400EUR | +1.32% | 1.5300 Bid Size: 6,000 |
1.5800 Ask Size: 6,000 |
EVONIK INDUSTRIES NA... | 20.00 - | 18/12/2024 | 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: | 18/12/2024 |
| Issue date: | 22/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -11.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.27 |
|---|---|
| Intrinsic value: | 0.94 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.19 |
| Parity: | 0.94 |
| Time value: | 0.71 |
| Break-even: | 18.36 |
| Moneyness: | 1.05 |
| Premium: | 0.04 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.23 |
| Spread %: | 16.31% |
| Delta: | -0.55 |
| Theta: | 0.00 |
| Omega: | -6.38 |
| Rho: | -0.05 |
Quote data
| Open: | 1.3700 |
|---|---|
| High: | 1.5400 |
| Low: | 1.3700 |
| Previous Close: | 1.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.23% | ||
|---|---|---|---|
| 1 Month | -12.99% | ||
| 3 Months | -25.96% | ||
| YTD | -42.11% | ||
| 1 Year | -52.32% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7100 | 1.5200 |
|---|---|---|
| 1M High / 1M Low: | 1.8000 | 1.4100 |
| 6M High / 6M Low: | 3.9700 | 1.4100 |
| High (YTD): | 23/01/2024 | 4.0800 |
| Low (YTD): | 05/07/2024 | 1.4100 |
| 52W High: | 25/10/2023 | 4.7400 |
| 52W Low: | 05/07/2024 | 1.4100 |
| Avg. price 1W: | 1.6400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5991 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.4161 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.9464 | |
| Avg. volume 1Y: | .3320 | |
| Volatility 1M: | 105.94% | |
| Volatility 6M: | 94.31% | |
| Volatility 1Y: | 82.41% | |
| Volatility 3Y: | - |
