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UniCredit Put 15 CAR 18.12.2024/  DE000HC7J8X4  /

EUWAX
2024-06-21  3:09:33 PM Chg.+0.07 Bid3:53:36 PM Ask3:53:36 PM Underlying Strike price Expiration date Option type
1.61EUR +4.55% 1.62
Bid Size: 100,000		 1.63
Ask Size: 100,000		 CARREFOUR S.A. INH.E... 15.00 - 2024-12-18 Put
 

Master data

WKN: HC7J8X
Issuer: UniCredit
Currency: EUR
Underlying: CARREFOUR S.A. INH.EO 2,5
Type: Warrant
Option type: Put
Strike price: 15.00 -
Maturity: 2024-12-18
Issue date: 2023-06-21
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -8.84
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 1.12
Implied volatility: 0.27
Historic volatility: 0.22
Parity: 1.12
Time value: 0.46
Break-even: 13.43
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 2.61%
Delta: -0.58
Theta: 0.00
Omega: -5.17
Rho: -0.05
 

Quote data

Open: 1.61
High: 1.61
Low: 1.61
Previous Close: 1.54
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.89%
1 Month  
+91.67%
3 Months  
+47.71%
YTD  
+65.98%
1 Year  
+19.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.54 1.17
1M High / 1M Low: 1.54 0.78
6M High / 6M Low: 1.54 0.62
High (YTD): 2024-06-20 1.54
Low (YTD): 2024-05-13 0.62
52W High: 2024-06-20 1.54
52W Low: 2024-05-13 0.62
Avg. price 1W:   1.39
Avg. volume 1W:   0.00
Avg. price 1M:   1.03
Avg. volume 1M:   0.00
Avg. price 6M:   1.06
Avg. volume 6M:   0.00
Avg. price 1Y:   1.04
Avg. volume 1Y:   0.00
Volatility 1M:   137.23%
Volatility 6M:   127.71%
Volatility 1Y:   112.07%
Volatility 3Y:   -