UC WAR. PUT 06/24 G1A/ DE000HC3DHL8 /
2024-05-31 9:46:09 PM | Chg.-0.0400 | Bid9:59:15 PM | Ask9:59:15 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1800EUR | -18.18% | 0.1600 Bid Size: 15,000 |
0.1800 Ask Size: 15,000 |
GEA GROUP AG | 40.00 - | 2024-06-19 | Put |
Master data
WKN: | HC3DHL |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GEA GROUP AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 40.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-01-24 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -21.27 |
Leverage: | Yes |
Calculated values
Fair value: | 0.18 |
---|---|
Intrinsic value: | 0.17 |
Implied volatility: | 0.20 |
Historic volatility: | 0.19 |
Parity: | 0.17 |
Time value: | 0.01 |
Break-even: | 38.20 |
Moneyness: | 1.04 |
Premium: | 0.00 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.02 |
Spread %: | 12.50% |
Delta: | -0.83 |
Theta: | -0.01 |
Omega: | -17.57 |
Rho: | -0.02 |
Quote data
Open: | 0.2200 |
---|---|
High: | 0.2200 |
Low: | 0.1800 |
Previous Close: | 0.2200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -10.00% | ||
---|---|---|---|
1 Month | -47.06% | ||
3 Months | -48.57% | ||
YTD | -53.85% | ||
1 Year | -59.09% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2200 | 0.1500 |
---|---|---|
1M High / 1M Low: | 0.3600 | 0.1500 |
6M High / 6M Low: | 0.6700 | 0.1500 |
High (YTD): | 2024-01-17 | 0.5400 |
Low (YTD): | 2024-05-27 | 0.1500 |
52W High: | 2023-10-27 | 0.8700 |
52W Low: | 2024-05-27 | 0.1500 |
Avg. price 1W: | 0.1840 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2377 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3808 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4796 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 226.51% | |
Volatility 6M: | 144.88% | |
Volatility 1Y: | 115.77% | |
Volatility 3Y: | - |