UC WAR. PUT 12/24 MCHA/ DE000HC8C3Z6 /
| 7/16/2024 9:47:10 PM | Chg.+0.0200 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5400EUR | +3.85% | 0.4500 Bid Size: 8,000 |
0.5600 Ask Size: 8,000 |
Cie Generale des Eta... | 30.00 - | 12/18/2024 | Put |
Master data
| WKN: | HC8C3Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Cie Generale des Etablissements Michelin SA |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 30.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 7/31/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -60.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.17 |
| Parity: | -5.04 |
| Time value: | 0.58 |
| Break-even: | 29.42 |
| Moneyness: | 0.86 |
| Premium: | 0.16 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.10 |
| Spread %: | 20.83% |
| Delta: | -0.16 |
| Theta: | 0.00 |
| Omega: | -9.43 |
| Rho: | -0.03 |
Quote data
| Open: | 0.5200 |
|---|---|
| High: | 0.5400 |
| Low: | 0.5200 |
| Previous Close: | 0.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.26% | ||
|---|---|---|---|
| 1 Month | -6.90% | ||
| 3 Months | -56.10% | ||
| YTD | -73.13% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6000 | 0.5100 |
|---|---|---|
| 1M High / 1M Low: | 0.6200 | 0.4500 |
| 6M High / 6M Low: | 2.8100 | 0.4300 |
| High (YTD): | 1/17/2024 | 2.8100 |
| Low (YTD): | 6/13/2024 | 0.4300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5405 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1321 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 140.95% | |
| Volatility 6M: | 116.22% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
