UC WAR. PUT 12/24 GXI/ DE000HC7L283 /
| 7/26/2024 9:47:13 PM | Chg.+0.0400 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1800EUR | +3.51% | 0.7600 Bid Size: 8,000 |
1.5900 Ask Size: 8,000 |
GERRESHEIMER AG | 100.00 - | 12/18/2024 | Put |
Master data
| WKN: | HC7L28 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/22/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -5.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.22 |
|---|---|
| Intrinsic value: | 0.63 |
| Implied volatility: | 0.56 |
| Historic volatility: | 0.40 |
| Parity: | 0.63 |
| Time value: | 0.97 |
| Break-even: | 84.10 |
| Moneyness: | 1.07 |
| Premium: | 0.10 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.83 |
| Spread %: | 109.21% |
| Delta: | -0.49 |
| Theta: | -0.04 |
| Omega: | -2.88 |
| Rho: | -0.24 |
Quote data
| Open: | 1.1400 |
|---|---|
| High: | 1.1800 |
| Low: | 1.1400 |
| Previous Close: | 1.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +32.58% | ||
|---|---|---|---|
| 1 Month | +12.38% | ||
| 3 Months | -6.35% | ||
| YTD | -28.48% | ||
| 1 Year | 0.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1800 | 0.9900 |
|---|---|---|
| 1M High / 1M Low: | 1.1800 | 0.7200 |
| 6M High / 6M Low: | 1.8200 | 0.7200 |
| High (YTD): | 1/17/2024 | 2.0000 |
| Low (YTD): | 7/10/2024 | 0.7200 |
| 52W High: | 11/16/2023 | 2.1900 |
| 52W Low: | 7/10/2024 | 0.7200 |
| Avg. price 1W: | 1.0800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9657 | |
| Avg. volume 1M: | 25.8571 | |
| Avg. price 6M: | 1.1661 | |
| Avg. volume 6M: | 46.9764 | |
| Avg. price 1Y: | 1.3419 | |
| Avg. volume 1Y: | 82.5176 | |
| Volatility 1M: | 124.63% | |
| Volatility 6M: | 117.53% | |
| Volatility 1Y: | 113.44% | |
| Volatility 3Y: | - |
