UC WAR. PUT 06/24 C40/ DE000HC7NT68 /
2024-06-14 9:40:27 PM | Chg.+1.1700 | Bid9:59:56 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3700EUR | +585.00% | 1.3000 Bid Size: 12,000 |
- Ask Size: - |
CAC 40 | 7,600.00 - | 2024-06-18 | Put |
Master data
WKN: | HC7NT6 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | CAC 40 |
Type: | Warrant |
Option type: | Put |
Strike price: | 7,600.00 - |
Maturity: | 2024-06-18 |
Issue date: | 2023-06-26 |
Last trading day: | 2024-06-17 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | -60.03 |
Leverage: | Yes |
Calculated values
Fair value: | 1.00 |
---|---|
Intrinsic value: | 0.97 |
Implied volatility: | 0.25 |
Historic volatility: | 0.12 |
Parity: | 0.97 |
Time value: | 0.28 |
Break-even: | 7,475.00 |
Moneyness: | 1.01 |
Premium: | 0.00 |
Premium p.a.: | 0.58 |
Spread abs.: | -0.07 |
Spread %: | -5.30% |
Delta: | -0.71 |
Theta: | -9.09 |
Omega: | -42.49 |
Rho: | -0.45 |
Quote data
Open: | 0.1400 |
---|---|
High: | 1.3700 |
Low: | 0.1400 |
Previous Close: | 0.2000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2484.91% | ||
---|---|---|---|
1 Month | +705.88% | ||
3 Months | +73.42% | ||
YTD | -57.45% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.3700 | 0.0680 |
---|---|---|
1M High / 1M Low: | 1.3700 | 0.0520 |
6M High / 6M Low: | 4.4700 | 0.0520 |
High (YTD): | 2024-01-17 | 4.4700 |
Low (YTD): | 2024-06-06 | 0.0520 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3830 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1781 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.5259 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 2,163.54% | |
Volatility 6M: | 904.25% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |