UC WAR. PUT 06/24 COP/ DE000HC3AB59 /
2024-05-10 1:46:17 PM | Chg.- | Bid2:23:22 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.3300EUR | - | 2.2900 Bid Size: 35,000 |
- Ask Size: - |
COMPUGROUP MED. NA O... | 50.00 - | 2024-06-19 | Put |
Master data
WKN: | HC3AB5 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | COMPUGROUP MED. NA O.N. |
Type: | Warrant |
Option type: | Put |
Strike price: | 50.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-01-17 |
Last trading day: | 2024-05-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -1.18 |
Leverage: | Yes |
Calculated values
Fair value: | 2.25 |
---|---|
Intrinsic value: | 2.25 |
Implied volatility: | 1.97 |
Historic volatility: | 0.35 |
Parity: | 2.25 |
Time value: | 0.08 |
Break-even: | 26.70 |
Moneyness: | 1.82 |
Premium: | 0.03 |
Premium p.a.: | 0.63 |
Spread abs.: | 0.08 |
Spread %: | 3.56% |
Delta: | -0.84 |
Theta: | -0.07 |
Omega: | -0.99 |
Rho: | -0.03 |
Quote data
Open: | 2.3100 |
---|---|
High: | 2.3500 |
Low: | 2.3100 |
Previous Close: | 2.3300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +5.91% | ||
3 Months | +9.39% | ||
YTD | +92.56% | ||
1 Year | +253.03% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 2.3300 | 2.1300 |
6M High / 6M Low: | 2.3400 | 1.0300 |
High (YTD): | 2024-03-22 | 2.3400 |
Low (YTD): | 2024-02-05 | 1.0300 |
52W High: | 2024-03-22 | 2.3400 |
52W Low: | 2023-06-05 | 0.6300 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 2.2300 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.7462 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.3607 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 43.10% | |
Volatility 6M: | 114.08% | |
Volatility 1Y: | 95.17% | |
Volatility 3Y: | - |