UC WAR. PUT 12/24 NDA/ DE000HC8K5J5 /
30/07/2024 21:46:42 | Chg.+0.0030 | Bid21:59:46 | Ask21:59:46 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0730EUR | +4.29% | 0.0400 Bid Size: 14,000 |
0.1300 Ask Size: 14,000 |
AURUBIS AG | 50.00 - | 18/12/2024 | Put |
Master data
WKN: | HC8K5J |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AURUBIS AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 50.00 - |
Maturity: | 18/12/2024 |
Issue date: | 10/08/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -59.75 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.52 |
Historic volatility: | 0.32 |
Parity: | -2.17 |
Time value: | 0.12 |
Break-even: | 48.80 |
Moneyness: | 0.70 |
Premium: | 0.32 |
Premium p.a.: | 1.05 |
Spread abs.: | 0.08 |
Spread %: | 200.00% |
Delta: | -0.09 |
Theta: | -0.01 |
Omega: | -5.67 |
Rho: | -0.03 |
Quote data
Open: | 0.0600 |
---|---|
High: | 0.0730 |
Low: | 0.0600 |
Previous Close: | 0.0700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -14.12% | ||
---|---|---|---|
1 Month | -8.75% | ||
3 Months | -33.64% | ||
YTD | -63.50% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0850 | 0.0700 |
---|---|---|
1M High / 1M Low: | 0.0850 | 0.0010 |
6M High / 6M Low: | 0.3700 | 0.0010 |
High (YTD): | 13/02/2024 | 0.3700 |
Low (YTD): | 17/07/2024 | 0.0010 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0776 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0426 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1535 | |
Avg. volume 6M: | 13.1260 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 14,156.31% | |
Volatility 6M: | 5,577.45% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |