UC WAR. PUT 06/24 G1A/ DE000HC3DHL8 /
15/05/2024 21:46:14 | Chg.+0.0400 | Bid21:59:32 | Ask21:59:32 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2500EUR | +19.05% | 0.2400 Bid Size: 15,000 |
0.2600 Ask Size: 15,000 |
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: | -17.29 |
Leverage: | Yes |
Calculated values
Fair value: | 0.21 |
---|---|
Intrinsic value: | 0.20 |
Implied volatility: | 0.22 |
Historic volatility: | 0.19 |
Parity: | 0.20 |
Time value: | 0.02 |
Break-even: | 37.80 |
Moneyness: | 1.05 |
Premium: | 0.01 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.02 |
Spread %: | 10.00% |
Delta: | -0.74 |
Theta: | -0.01 |
Omega: | -12.85 |
Rho: | -0.03 |
Quote data
Open: | 0.2100 |
---|---|
High: | 0.2500 |
Low: | 0.2100 |
Previous Close: | 0.2100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +13.64% | ||
---|---|---|---|
1 Month | -28.57% | ||
3 Months | -30.56% | ||
YTD | -35.90% | ||
1 Year | -41.86% | ||
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: | - |