UC WAR. PUT 12/24 G1A/ DE000HC7L1Y3 /
| 8/6/2024 5:45:40 PM | Chg.-0.0100 | Bid8/6/2024 | Ask8/6/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2900EUR | -3.33% | 0.2800 Bid Size: 45,000 |
0.2900 Ask Size: 45,000 |
GEA GROUP AG | 40.00 - | 12/18/2024 | Put |
Master data
| WKN: | HC7L1Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GEA GROUP AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/22/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -12.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.23 |
|---|---|
| Intrinsic value: | 0.14 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.20 |
| Parity: | 0.14 |
| Time value: | 0.17 |
| Break-even: | 36.90 |
| Moneyness: | 1.04 |
| Premium: | 0.04 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.02 |
| Spread %: | 6.90% |
| Delta: | -0.52 |
| Theta: | -0.01 |
| Omega: | -6.46 |
| Rho: | -0.08 |
Quote data
| Open: | 0.2700 |
|---|---|
| High: | 0.3000 |
| Low: | 0.2700 |
| Previous Close: | 0.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +45.00% | ||
|---|---|---|---|
| 1 Month | +26.09% | ||
| 3 Months | -32.56% | ||
| YTD | -39.58% | ||
| 1 Year | -48.21% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3000 | 0.1800 |
|---|---|---|
| 1M High / 1M Low: | 0.3000 | 0.1800 |
| 6M High / 6M Low: | 0.5400 | 0.1800 |
| High (YTD): | 1/17/2024 | 0.6000 |
| Low (YTD): | 7/31/2024 | 0.1800 |
| 52W High: | 10/27/2023 | 0.8900 |
| 52W Low: | 7/31/2024 | 0.1800 |
| Avg. price 1W: | 0.2280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2276 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3665 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5063 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 161.25% | |
| Volatility 6M: | 108.07% | |
| Volatility 1Y: | 91.45% | |
| Volatility 3Y: | - |
