UC WAR. PUT 12/24 GZF/ DE000HC68RY7 /
2024-09-06 9:46:39 PM | Chg.-0.0200 | Bid9:59:07 PM | Ask9:59:07 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2700EUR | -6.90% | 0.1500 Bid Size: 10,000 |
0.4100 Ask Size: 10,000 |
ENGIE S.A. INH. ... | 15.00 - | 2024-12-18 | Put |
Master data
WKN: | HC68RY |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENGIE S.A. INH. EO 1 |
Type: | Warrant |
Option type: | Put |
Strike price: | 15.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-04-24 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -50.09 |
Leverage: | Yes |
Calculated values
Fair value: | 0.14 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.24 |
Historic volatility: | 0.16 |
Parity: | -1.03 |
Time value: | 0.32 |
Break-even: | 14.68 |
Moneyness: | 0.94 |
Premium: | 0.08 |
Premium p.a.: | 0.33 |
Spread abs.: | 0.06 |
Spread %: | 23.08% |
Delta: | -0.25 |
Theta: | 0.00 |
Omega: | -12.55 |
Rho: | -0.01 |
Quote data
Open: | 0.2700 |
---|---|
High: | 0.2800 |
Low: | 0.2700 |
Previous Close: | 0.2900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -15.63% | ||
---|---|---|---|
1 Month | -60.87% | ||
3 Months | -63.51% | ||
YTD | -77.87% | ||
1 Year | -85.33% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3300 | 0.2700 |
---|---|---|
1M High / 1M Low: | 0.6900 | 0.2700 |
6M High / 6M Low: | 1.9500 | 0.2700 |
High (YTD): | 2024-02-09 | 2.1800 |
Low (YTD): | 2024-09-06 | 0.2700 |
52W High: | 2023-10-03 | 2.2900 |
52W Low: | 2024-09-06 | 0.2700 |
Avg. price 1W: | 0.3060 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4196 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.9381 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.2571 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 79.14% | |
Volatility 6M: | 131.26% | |
Volatility 1Y: | 109.71% | |
Volatility 3Y: | - |