UC WAR. PUT 12/24 GXI/ DE000HC7L283 /
| 2024-09-24 5:45:07 PM | Chg.-0.0400 | Bid2024-09-24 | Ask2024-09-24 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7800EUR | -4.88% | 0.7100 Bid Size: 20,000 |
0.9900 Ask Size: 20,000 |
GERRESHEIMER AG | 100.00 - | 2024-12-18 | Put |
Master data
| WKN: | HC7L28 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -7.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.86 |
|---|---|
| Intrinsic value: | 0.31 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.39 |
| Parity: | 0.31 |
| Time value: | 0.93 |
| Break-even: | 87.70 |
| Moneyness: | 1.03 |
| Premium: | 0.10 |
| Premium p.a.: | 0.48 |
| Spread abs.: | 0.70 |
| Spread %: | 132.08% |
| Delta: | -0.48 |
| Theta: | -0.06 |
| Omega: | -3.75 |
| Rho: | -0.14 |
Quote data
| Open: | 0.5200 |
|---|---|
| High: | 0.7800 |
| Low: | 0.5200 |
| Previous Close: | 0.8200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.00% | ||
|---|---|---|---|
| 1 Month | -10.34% | ||
| 3 Months | -22.00% | ||
| YTD | -52.73% | ||
| 1 Year | -41.35% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8200 | 0.6000 |
|---|---|---|
| 1M High / 1M Low: | 0.9900 | 0.4700 |
| 6M High / 6M Low: | 1.4000 | 0.4700 |
| High (YTD): | 2024-01-17 | 2.0000 |
| Low (YTD): | 2024-09-11 | 0.4700 |
| 52W High: | 2023-11-16 | 2.1900 |
| 52W Low: | 2024-09-11 | 0.4700 |
| Avg. price 1W: | 0.6820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6743 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9983 | |
| Avg. volume 6M: | 46.6094 | |
| Avg. price 1Y: | 1.2931 | |
| Avg. volume 1Y: | 82.5176 | |
| Volatility 1M: | 211.68% | |
| Volatility 6M: | 148.11% | |
| Volatility 1Y: | 131.23% | |
| Volatility 3Y: | - |
