UC WAR. PUT 06/24 SIX2/ DE000HC3EC13 /
2024-05-09 11:45:26 AM | Chg.- | Bid1:23:02 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.2200EUR | - | 2.2000 Bid Size: 30,000 |
- Ask Size: - |
SIXT SE ST O.N. | 98.2157 - | 2024-06-19 | Put |
Master data
WKN: | HC3EC1 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SIXT SE ST O.N. |
Type: | Warrant |
Option type: | Put |
Strike price: | 98.22 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-01-24 |
Last trading day: | 2024-05-09 |
Ratio: | 9.82:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -3.69 |
Leverage: | Yes |
Calculated values
Fair value: | 1.91 |
---|---|
Intrinsic value: | 1.91 |
Implied volatility: | 0.84 |
Historic volatility: | 0.32 |
Parity: | 1.91 |
Time value: | 0.28 |
Break-even: | 76.70 |
Moneyness: | 1.24 |
Premium: | 0.03 |
Premium p.a.: | 0.37 |
Spread abs.: | 0.02 |
Spread %: | 0.92% |
Delta: | -0.73 |
Theta: | -0.08 |
Omega: | -2.70 |
Rho: | -0.09 |
Quote data
Open: | 2.2000 |
---|---|
High: | 2.2200 |
Low: | 2.2000 |
Previous Close: | 2.1800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.48% | ||
---|---|---|---|
1 Month | +86.55% | ||
3 Months | +44.16% | ||
YTD | +236.36% | ||
1 Year | +77.60% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.3400 | 2.1800 |
---|---|---|
1M High / 1M Low: | 2.3400 | 0.8700 |
6M High / 6M Low: | 2.3400 | 0.6600 |
High (YTD): | 2024-05-07 | 2.3400 |
Low (YTD): | 2024-01-02 | 0.6700 |
52W High: | 2024-05-07 | 2.3400 |
52W Low: | 2023-12-29 | 0.6600 |
Avg. price 1W: | 2.2600 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.4700 | |
Avg. volume 1M: | .1111 | |
Avg. price 6M: | 1.1892 | |
Avg. volume 6M: | .0163 | |
Avg. price 1Y: | 1.1840 | |
Avg. volume 1Y: | .0079 | |
Volatility 1M: | 405.48% | |
Volatility 6M: | 197.95% | |
Volatility 1Y: | 155.45% | |
Volatility 3Y: | - |