UC WAR. PUT 12/24 SHA/ DE000HC7KK86 /
2024-09-05 1:45:15 PM | Chg.-0.0200 | Bid2:30:43 PM | Ask2:30:43 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5100EUR | -3.77% | 0.5000 Bid Size: 45,000 |
0.5100 Ask Size: 45,000 |
SCHAEFFLER AG INH. V... | 5.00 - | 2024-12-18 | Put |
Master data
WKN: | HC7KK8 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SCHAEFFLER AG INH. VZO |
Type: | Warrant |
Option type: | Put |
Strike price: | 5.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-22 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -8.20 |
Leverage: | Yes |
Calculated values
Fair value: | 0.50 |
---|---|
Intrinsic value: | 0.41 |
Implied volatility: | 0.35 |
Historic volatility: | 0.29 |
Parity: | 0.41 |
Time value: | 0.15 |
Break-even: | 4.44 |
Moneyness: | 1.09 |
Premium: | 0.03 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.06 |
Spread %: | 12.00% |
Delta: | -0.62 |
Theta: | 0.00 |
Omega: | -5.09 |
Rho: | -0.01 |
Quote data
Open: | 0.5100 |
---|---|
High: | 0.5400 |
Low: | 0.5100 |
Previous Close: | 0.5300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +6.25% | ||
---|---|---|---|
1 Month | +15.91% | ||
3 Months | +121.74% | ||
YTD | +27.50% | ||
1 Year | -20.31% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5300 | 0.4700 |
---|---|---|
1M High / 1M Low: | 0.5800 | 0.4400 |
6M High / 6M Low: | 0.5800 | 0.2000 |
High (YTD): | 2024-08-08 | 0.5800 |
Low (YTD): | 2024-05-29 | 0.2000 |
52W High: | 2023-10-30 | 0.8900 |
52W Low: | 2024-05-29 | 0.2000 |
Avg. price 1W: | 0.4920 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5057 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3140 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4309 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 94.82% | |
Volatility 6M: | 118.79% | |
Volatility 1Y: | 104.84% | |
Volatility 3Y: | - |