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 | +1312.37% | ||
|---|---|---|---|
| 1 Month | +878.57% | ||
| 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: | 0.1785 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5259 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 2,209.85% | |
| Volatility 6M: | 904.25% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
