UC WAR. PUT 12/24 UTDI/ DE000HC8J756 /
| 2024-10-11 3:45:28 PM | Chg.-0.0800 | Bid5:22:19 PM | Ask5:22:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9400EUR | -3.96% | 1.8700 Bid Size: 15,000 |
2.0100 Ask Size: 15,000 |
UTD.INTERNET AG NA | 20.00 - | 2024-12-18 | Put |
Master data
| WKN: | HC8J75 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | UTD.INTERNET AG NA |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-08-08 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -7.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.79 |
|---|---|
| Intrinsic value: | 1.18 |
| Implied volatility: | 0.56 |
| Historic volatility: | 0.36 |
| Parity: | 1.18 |
| Time value: | 1.26 |
| Break-even: | 17.56 |
| Moneyness: | 1.06 |
| Premium: | 0.07 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.68 |
| Spread %: | 38.64% |
| Delta: | -0.54 |
| Theta: | -0.01 |
| Omega: | -4.18 |
| Rho: | -0.02 |
Quote data
| Open: | 1.7000 |
|---|---|
| High: | 1.9400 |
| Low: | 1.7000 |
| Previous Close: | 2.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.18% | ||
|---|---|---|---|
| 1 Month | -15.65% | ||
| 3 Months | +76.36% | ||
| YTD | +6.59% | ||
| 1 Year | -20.16% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2600 | 2.0100 |
|---|---|---|
| 1M High / 1M Low: | 2.4400 | 2.0100 |
| 6M High / 6M Low: | 4.0900 | 0.9100 |
| High (YTD): | 2024-08-05 | 4.0900 |
| Low (YTD): | 2024-06-06 | 0.9100 |
| 52W High: | 2024-08-05 | 4.0900 |
| 52W Low: | 2024-06-06 | 0.9100 |
| Avg. price 1W: | 2.0860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2141 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8133 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.9375 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 97.91% | |
| Volatility 6M: | 225.76% | |
| Volatility 1Y: | 170.89% | |
| Volatility 3Y: | - |
