UC WAR. PUT 12/24 GXI/ DE000HC7L283 /
| 27/06/2024 11:46:14 | Chg.0.0000 | Bid13:20:23 | Ask13:20:23 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1600EUR | 0.00% | 0.9800 Bid Size: 80,000 |
1.1100 Ask Size: 80,000 |
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: | -6.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.09 |
|---|---|
| Intrinsic value: | 0.20 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.40 |
| Parity: | 0.20 |
| Time value: | 1.24 |
| Break-even: | 85.60 |
| Moneyness: | 1.02 |
| Premium: | 0.13 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.63 |
| Spread %: | 77.78% |
| Delta: | -0.43 |
| Theta: | -0.03 |
| Omega: | -2.93 |
| Rho: | -0.27 |
Quote data
| Open: | 1.1600 |
|---|---|
| High: | 1.1600 |
| Low: | 1.1600 |
| Previous Close: | 1.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.75% | ||
|---|---|---|---|
| 1 Month | +17.17% | ||
| 3 Months | -3.33% | ||
| YTD | -29.70% | ||
| 1 Year | -23.18% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2900 | 1.0000 |
|---|---|---|
| 1M High / 1M Low: | 1.2900 | 0.8500 |
| 6M High / 6M Low: | 2.0000 | 0.8500 |
| High (YTD): | 17/01/2024 | 2.0000 |
| Low (YTD): | 12/06/2024 | 0.8500 |
| 52W High: | 16/11/2023 | 2.1900 |
| 52W Low: | 12/06/2024 | 0.8500 |
| Avg. price 1W: | 1.1500 | |
| Avg. volume 1W: | 174 | |
| Avg. price 1M: | 0.9930 | |
| Avg. volume 1M: | 131.3478 | |
| Avg. price 6M: | 1.2947 | |
| Avg. volume 6M: | 65.1969 | |
| Avg. price 1Y: | 1.3688 | |
| Avg. volume 1Y: | 80.0742 | |
| Volatility 1M: | 127.54% | |
| Volatility 6M: | 111.91% | |
| Volatility 1Y: | 110.54% | |
| Volatility 3Y: | - |
