UC WAR. PUT 12/24 D2G/ DE000HC7P3L2 /
2024-06-21 1:46:17 PM | Chg.-0.0400 | Bid2:52:45 PM | Ask2:52:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.5400EUR | -2.53% | 1.5200 Bid Size: 20,000 |
1.5300 Ask Size: 20,000 |
ORSTED A/S ... | 500.00 - | 2024-12-18 | Put |
Master data
WKN: | HC7P3L |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ORSTED A/S DK 10 |
Type: | Warrant |
Option type: | Put |
Strike price: | 500.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-26 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -3.22 |
Leverage: | Yes |
Calculated values
Fair value: | 44.82 |
---|---|
Intrinsic value: | 44.82 |
Implied volatility: | - |
Historic volatility: | 0.55 |
Parity: | 44.82 |
Time value: | -43.21 |
Break-even: | 483.90 |
Moneyness: | 9.65 |
Premium: | -8.34 |
Premium p.a.: | - |
Spread abs.: | 0.05 |
Spread %: | 3.21% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 1.5700 |
---|---|
High: | 1.5700 |
Low: | 1.5400 |
Previous Close: | 1.5800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -4.35% | ||
---|---|---|---|
1 Month | +13.24% | ||
3 Months | -17.20% | ||
YTD | -27.36% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.6500 | 1.5800 |
---|---|---|
1M High / 1M Low: | 1.6500 | 1.2900 |
6M High / 6M Low: | 2.2900 | 1.2100 |
High (YTD): | 2024-01-03 | 2.2900 |
Low (YTD): | 2024-05-10 | 1.2100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.6080 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.4496 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.7226 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 82.93% | |
Volatility 6M: | 73.35% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |