UniCredit Put 15 CAR 18.12.2024/  DE000HC7J8X4  /

EUWAX
2024-07-24  8:50:08 PM Chg.+0.03 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
1.08EUR +2.86% -
Bid Size: -
-
Ask Size: -
CARREFOUR S.A. INH.E... 15.00 - 2024-12-18 Put
 

Master data

WKN: HC7J8X
Issuer: UniCredit
Currency: EUR
Underlying: CARREFOUR S.A. INH.EO 2,5
Type: Warrant
Option type: Put
Strike price: 15.00 -
Maturity: 2024-12-18
Issue date: 2023-06-21
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -13.44
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.35
Implied volatility: 0.28
Historic volatility: 0.22
Parity: 0.35
Time value: 0.75
Break-even: 13.91
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 3.81%
Delta: -0.48
Theta: 0.00
Omega: -6.52
Rho: -0.03
 

Quote data

Open: 1.14
High: 1.14
Low: 1.07
Previous Close: 1.05
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.93%
1 Month
  -25.00%
3 Months
  -0.92%
YTD  
+11.34%
1 Year  
+3.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.08 1.00
1M High / 1M Low: 1.96 1.00
6M High / 6M Low: 1.96 0.62
High (YTD): 2024-06-28 1.96
Low (YTD): 2024-05-13 0.62
52W High: 2024-06-28 1.96
52W Low: 2024-05-13 0.62
Avg. price 1W:   1.04
Avg. volume 1W:   0.00
Avg. price 1M:   1.39
Avg. volume 1M:   0.00
Avg. price 6M:   1.14
Avg. volume 6M:   0.00
Avg. price 1Y:   1.07
Avg. volume 1Y:   0.00
Volatility 1M:   132.76%
Volatility 6M:   132.80%
Volatility 1Y:   116.48%
Volatility 3Y:   -