UC WAR. PUT 06/24 G1A/ DE000HC3DHL8 /
| 5/17/2024 9:45:39 PM | Chg.0.0000 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2700EUR | 0.00% | 0.2400 Bid Size: 14,000 |
0.2800 Ask Size: 14,000 |
GEA GROUP AG | 40.00 - | 6/19/2024 | Put |
Master data
| WKN: | HC3DHL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GEA GROUP AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 1/24/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -13.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.26 |
|---|---|
| Intrinsic value: | 0.25 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.19 |
| Parity: | 0.25 |
| Time value: | 0.03 |
| Break-even: | 37.20 |
| Moneyness: | 1.07 |
| Premium: | 0.01 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.04 |
| Spread %: | 16.67% |
| Delta: | -0.77 |
| Theta: | -0.01 |
| Omega: | -10.27 |
| Rho: | -0.03 |
Quote data
| Open: | 0.2700 |
|---|---|
| High: | 0.2800 |
| Low: | 0.2700 |
| Previous Close: | 0.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +28.57% | ||
|---|---|---|---|
| 1 Month | -34.15% | ||
| 3 Months | -25.00% | ||
| YTD | -30.77% | ||
| 1 Year | -38.64% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2700 | 0.2100 |
|---|---|---|
| 1M High / 1M Low: | 0.4200 | 0.2100 |
| 6M High / 6M Low: | 0.7400 | 0.2100 |
| High (YTD): | 1/17/2024 | 0.5400 |
| Low (YTD): | 5/14/2024 | 0.2100 |
| 52W High: | 10/27/2023 | 0.8700 |
| 52W Low: | 5/14/2024 | 0.2100 |
| Avg. price 1W: | 0.2420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3105 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4194 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4893 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 162.59% | |
| Volatility 6M: | 131.80% | |
| Volatility 1Y: | 104.40% | |
| Volatility 3Y: | - |
