UC WAR. PUT 06/24 SZU/ DE000HC3ED95 /
| 2024-05-06 1:46:13 PM | Chg.- | Bid2:27:45 PM | Ask2024-05-06 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4500EUR | - | 1.4800 Bid Size: 10,000 |
- Ask Size: 10,000 |
SUEDZUCKER AG O.N. | 15.00 - | 2024-06-19 | Put |
Master data
| WKN: | HC3ED9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SUEDZUCKER AG O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 15.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-24 |
| Last trading day: | 2024-05-07 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -9.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.15 |
|---|---|
| Intrinsic value: | 1.15 |
| Implied volatility: | 0.56 |
| Historic volatility: | 0.21 |
| Parity: | 1.15 |
| Time value: | 0.32 |
| Break-even: | 13.53 |
| Moneyness: | 1.08 |
| Premium: | 0.02 |
| Premium p.a.: | 0.46 |
| Spread abs.: | -0.04 |
| Spread %: | -2.65% |
| Delta: | -0.69 |
| Theta: | -0.01 |
| Omega: | -6.50 |
| Rho: | -0.01 |
Quote data
| Open: | 1.4800 |
|---|---|
| High: | 1.4800 |
| Low: | 1.4100 |
| Previous Close: | 1.5000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -21.20% | ||
| 3 Months | -29.95% | ||
| YTD | +5.84% | ||
| 1 Year | +13.28% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.6900 | 1.4500 |
| 6M High / 6M Low: | 2.5200 | 1.2100 |
| High (YTD): | 2024-03-19 | 2.5200 |
| Low (YTD): | 2024-01-04 | 1.2100 |
| 52W High: | 2024-03-19 | 2.5200 |
| 52W Low: | 2023-07-12 | 0.9500 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.5220 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8347 | |
| Avg. volume 6M: | 2.9358 | |
| Avg. price 1Y: | 1.5792 | |
| Avg. volume 1Y: | 7.8333 | |
| Volatility 1M: | 82.04% | |
| Volatility 6M: | 108.02% | |
| Volatility 1Y: | 107.55% | |
| Volatility 3Y: | - |
