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: | - |