UC WAR. PUT 12/24 VOW3/ DE000HC7W6D3 /
| 2024-08-29 9:41:31 PM | Chg.+0.0200 | Bid2024-08-29 | Ask2024-08-29 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0000EUR | +2.04% | 1.0000 Bid Size: 25,000 |
1.0100 Ask Size: 25,000 |
VOLKSWAGEN AG VZO O.... | 105.00 - | 2024-12-18 | Put |
Master data
| WKN: | HC7W6D |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOLKSWAGEN AG VZO O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 105.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-07-05 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -9.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.96 |
|---|---|
| Intrinsic value: | 0.87 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.22 |
| Parity: | 0.87 |
| Time value: | 0.14 |
| Break-even: | 94.90 |
| Moneyness: | 1.09 |
| Premium: | 0.01 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.06 |
| Spread %: | 6.32% |
| Delta: | -0.68 |
| Theta: | -0.01 |
| Omega: | -6.52 |
| Rho: | -0.23 |
Quote data
| Open: | 0.9700 |
|---|---|
| High: | 1.0000 |
| Low: | 0.9500 |
| Previous Close: | 0.9800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.04% | ||
|---|---|---|---|
| 1 Month | +66.67% | ||
| 3 Months | +127.27% | ||
| YTD | -1.96% | ||
| 1 Year | -10.71% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9800 | 0.9300 |
|---|---|---|
| 1M High / 1M Low: | 1.2800 | 0.6000 |
| 6M High / 6M Low: | 1.2800 | 0.3800 |
| High (YTD): | 2024-08-14 | 1.2800 |
| Low (YTD): | 2024-05-28 | 0.3800 |
| 52W High: | 2023-10-27 | 1.6900 |
| 52W Low: | 2024-05-28 | 0.3800 |
| Avg. price 1W: | 0.9580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0261 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6506 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8784 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 157.58% | |
| Volatility 6M: | 134.92% | |
| Volatility 1Y: | 112.72% | |
| Volatility 3Y: | - |
