UC WAR. PUT 12/24 GZF/ DE000HC68RY7 /
| 09/10/2024 21:45:21 | Chg.-0.0300 | Bid21:59:46 | Ask21:59:46 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4000EUR | -6.98% | 0.3600 Bid Size: 10,000 |
0.4200 Ask Size: 10,000 |
ENGIE S.A. INH. ... | 15.00 - | 18/12/2024 | 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: | 18/12/2024 |
| Issue date: | 24/04/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -33.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.24 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.16 |
| Parity: | -0.33 |
| Time value: | 0.46 |
| Break-even: | 14.54 |
| Moneyness: | 0.98 |
| Premium: | 0.05 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.06 |
| Spread %: | 15.00% |
| Delta: | -0.38 |
| Theta: | 0.00 |
| Omega: | -12.56 |
| Rho: | -0.01 |
Quote data
| Open: | 0.3600 |
|---|---|
| High: | 0.4000 |
| Low: | 0.3600 |
| Previous Close: | 0.4300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.76% | ||
|---|---|---|---|
| 1 Month | +42.86% | ||
| 3 Months | -64.60% | ||
| YTD | -67.21% | ||
| 1 Year | -79.70% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4400 | 0.3800 |
|---|---|---|
| 1M High / 1M Low: | 0.4400 | 0.2600 |
| 6M High / 6M Low: | 1.9500 | 0.2600 |
| High (YTD): | 09/02/2024 | 2.1800 |
| Low (YTD): | 17/09/2024 | 0.2600 |
| 52W High: | 09/02/2024 | 2.1800 |
| 52W Low: | 17/09/2024 | 0.2600 |
| Avg. price 1W: | 0.4140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3327 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7748 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.1193 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 176.79% | |
| Volatility 6M: | 148.39% | |
| Volatility 1Y: | 118.71% | |
| Volatility 3Y: | - |
