UC WAR. PUT 06/24 EJT1/ DE000HC7G085 /
2024-05-28 9:45:03 PM | Chg.-0.1000 | Bid9:59:04 PM | Ask9:59:04 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4600EUR | -17.86% | 0.4400 Bid Size: 8,000 |
0.5100 Ask Size: 8,000 |
EASYJET PLC LS-,272... | 5.00 - | 2024-06-19 | Put |
Master data
WKN: | HC7G08 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | EASYJET PLC LS-,27285714 |
Type: | Warrant |
Option type: | Put |
Strike price: | 5.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-06-19 |
Last trading day: | 2024-06-18 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -6.47 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 2.01 |
Historic volatility: | 0.33 |
Parity: | -0.37 |
Time value: | 0.83 |
Break-even: | 4.17 |
Moneyness: | 0.93 |
Premium: | 0.22 |
Premium p.a.: | 27.62 |
Spread abs.: | 0.56 |
Spread %: | 207.41% |
Delta: | -0.35 |
Theta: | -0.02 |
Omega: | -2.24 |
Rho: | 0.00 |
Quote data
Open: | 0.4900 |
---|---|
High: | 0.4900 |
Low: | 0.4500 |
Previous Close: | 0.5600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -4.17% | ||
---|---|---|---|
1 Month | +142.11% | ||
3 Months | +53.33% | ||
YTD | -19.30% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5600 | 0.4700 |
---|---|---|
1M High / 1M Low: | 0.5600 | 0.1500 |
6M High / 6M Low: | 1.1400 | 0.1400 |
High (YTD): | 2024-01-03 | 0.7100 |
Low (YTD): | 2024-04-10 | 0.1400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5180 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2905 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3914 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 332.17% | |
Volatility 6M: | 217.19% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |