UC WAR. PUT 06/25 CSA/ DE000HC7Y8C9 /
| 5/16/2024 9:42:26 PM | Chg.-0.0700 | Bid9:59:41 PM | Ask9:59:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3200EUR | -2.93% | 2.3100 Bid Size: 15,000 |
2.3600 Ask Size: 15,000 |
Accenture PLC | 300.00 - | 6/18/2025 | Put |
Master data
| WKN: | HC7Y8C |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Accenture PLC |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 300.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 7/10/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -12.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.36 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.19 |
| Parity: | -0.78 |
| Time value: | 2.36 |
| Break-even: | 251.92 |
| Moneyness: | 0.97 |
| Premium: | 0.11 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.05 |
| Spread %: | 2.16% |
| Delta: | -0.35 |
| Theta: | -0.03 |
| Omega: | -4.21 |
| Rho: | -1.34 |
Quote data
| Open: | 2.3900 |
|---|---|
| High: | 2.3900 |
| Low: | 2.3000 |
| Previous Close: | 2.3900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.07% | ||
|---|---|---|---|
| 1 Month | -0.85% | ||
| 3 Months | +87.10% | ||
| YTD | +37.28% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4700 | 2.3400 |
|---|---|---|
| 1M High / 1M Low: | 2.7100 | 2.1900 |
| 6M High / 6M Low: | 2.7100 | 1.0400 |
| High (YTD): | 5/2/2024 | 2.7100 |
| Low (YTD): | 3/7/2024 | 1.0400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3895 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7554 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 70.34% | |
| Volatility 6M: | 106.80% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
