UC WAR. PUT 06/24 G1A/ DE000HC3DHL8 /
| 16/05/2024 09:45:07 | Chg.-0.0100 | Bid10:47:05 | Ask10:47:05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2400EUR | -4.00% | 0.2400 Bid Size: 100,000 |
0.2500 Ask Size: 100,000 |
GEA GROUP AG | 40.00 EUR | 19/06/2024 | Put |
Master data
| WKN: | HC3DHL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GEA GROUP AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 EUR |
| Maturity: | 19/06/2024 |
| Issue date: | 24/01/2023 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -14.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.25 |
|---|---|
| Intrinsic value: | 0.24 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.19 |
| Parity: | 0.24 |
| Time value: | 0.02 |
| Break-even: | 37.40 |
| Moneyness: | 1.06 |
| Premium: | 0.00 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 8.33% |
| Delta: | -0.78 |
| Theta: | -0.01 |
| Omega: | -11.32 |
| Rho: | -0.03 |
Quote data
| Open: | 0.2400 |
|---|---|
| High: | 0.2400 |
| Low: | 0.2400 |
| Previous Close: | 0.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.09% | ||
|---|---|---|---|
| 1 Month | -31.43% | ||
| 3 Months | -33.33% | ||
| YTD | -38.46% | ||
| 1 Year | -44.19% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2500 | 0.2100 |
|---|---|---|
| 1M High / 1M Low: | 0.4200 | 0.2100 |
| 6M High / 6M Low: | 0.7400 | 0.2100 |
| High (YTD): | 17/01/2024 | 0.5400 |
| Low (YTD): | 14/05/2024 | 0.2100 |
| 52W High: | 27/10/2023 | 0.8700 |
| 52W Low: | 14/05/2024 | 0.2100 |
| Avg. price 1W: | 0.2200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3205 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4246 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4906 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 168.97% | |
| Volatility 6M: | 131.47% | |
| Volatility 1Y: | 104.13% | |
| Volatility 3Y: | - |
