UC WAR. PUT 12/24 GXI/ DE000HC7L283 /
| 6/21/2024 9:46:55 PM | Chg.+0.1500 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2900EUR | +13.16% | 0.9800 Bid Size: 10,000 |
1.5900 Ask Size: 10,000 |
GERRESHEIMER AG | 100.00 - | 12/18/2024 | Put |
Master data
| WKN: | HC7L28 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/22/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -5.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.25 |
|---|---|
| Intrinsic value: | 0.49 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.40 |
| Parity: | 0.49 |
| Time value: | 1.10 |
| Break-even: | 84.10 |
| Moneyness: | 1.05 |
| Premium: | 0.12 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.61 |
| Spread %: | 62.24% |
| Delta: | -0.46 |
| Theta: | -0.03 |
| Omega: | -2.76 |
| Rho: | -0.29 |
Quote data
| Open: | 1.1400 |
|---|---|
| High: | 1.2900 |
| Low: | 1.1400 |
| Previous Close: | 1.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +32.99% | ||
|---|---|---|---|
| 1 Month | -5.15% | ||
| 3 Months | +19.44% | ||
| YTD | -21.82% | ||
| 1 Year | +0.78% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2900 | 0.9700 |
|---|---|---|
| 1M High / 1M Low: | 1.3600 | 0.8500 |
| 6M High / 6M Low: | 2.0000 | 0.8500 |
| High (YTD): | 1/17/2024 | 2.0000 |
| Low (YTD): | 6/12/2024 | 0.8500 |
| 52W High: | 11/16/2023 | 2.1900 |
| 52W Low: | 6/12/2024 | 0.8500 |
| Avg. price 1W: | 1.1320 | |
| Avg. volume 1W: | 376.2000 | |
| Avg. price 1M: | 0.9913 | |
| Avg. volume 1M: | 133.5217 | |
| Avg. price 6M: | 1.3018 | |
| Avg. volume 6M: | 63.0400 | |
| Avg. price 1Y: | 1.3708 | |
| Avg. volume 1Y: | 78.5117 | |
| Volatility 1M: | 133.78% | |
| Volatility 6M: | 105.11% | |
| Volatility 1Y: | 108.41% | |
| Volatility 3Y: | - |
