UC WAR. PUT 12/24 GXI/ DE000HC7L283 /
| 09/08/2024 21:45:26 | Chg.-0.1800 | Bid21:59:21 | Ask21:59:21 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8400EUR | -17.65% | 0.4900 Bid Size: 10,000 |
1.3600 Ask Size: 10,000 |
GERRESHEIMER AG | 100.00 - | 18/12/2024 | Put |
Master data
| WKN: | HC7L28 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 22/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -7.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.91 |
|---|---|
| Intrinsic value: | 0.13 |
| Implied volatility: | 0.58 |
| Historic volatility: | 0.39 |
| Parity: | 0.13 |
| Time value: | 1.24 |
| Break-even: | 86.40 |
| Moneyness: | 1.01 |
| Premium: | 0.13 |
| Premium p.a.: | 0.39 |
| Spread abs.: | 0.87 |
| Spread %: | 177.55% |
| Delta: | -0.43 |
| Theta: | -0.05 |
| Omega: | -3.13 |
| Rho: | -0.20 |
Quote data
| Open: | 0.6800 |
|---|---|
| High: | 0.8400 |
| Low: | 0.6800 |
| Previous Close: | 1.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.64% | ||
|---|---|---|---|
| 1 Month | +16.67% | ||
| 3 Months | -26.96% | ||
| YTD | -49.09% | ||
| 1 Year | -17.65% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3200 | 0.8400 |
|---|---|---|
| 1M High / 1M Low: | 1.3200 | 0.7200 |
| 6M High / 6M Low: | 1.6900 | 0.7200 |
| High (YTD): | 17/01/2024 | 2.0000 |
| Low (YTD): | 10/07/2024 | 0.7200 |
| 52W High: | 16/11/2023 | 2.1900 |
| 52W Low: | 10/07/2024 | 0.7200 |
| Avg. price 1W: | 1.1180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9909 | |
| Avg. volume 1M: | 12.7391 | |
| Avg. price 6M: | 1.1243 | |
| Avg. volume 6M: | 46.9764 | |
| Avg. price 1Y: | 1.3357 | |
| Avg. volume 1Y: | 82.1953 | |
| Volatility 1M: | 186.96% | |
| Volatility 6M: | 134.56% | |
| Volatility 1Y: | 120.25% | |
| Volatility 3Y: | - |
