UC WAR. PUT 06/24 FMC1/ DE000HC82S59 /
2024-04-26 7:12:05 PM | Chg.0.0000 | Bid7:27:54 PM | Ask7:27:54 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.0400EUR | 0.00% | - Bid Size: 14,000 |
- Ask Size: 14,000 |
Ford Motor Company | 14.7824 USD | 2024-06-19 | Put |
Master data
WKN: | HC82S5 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Ford Motor Company |
Type: | Warrant |
Option type: | Put |
Strike price: | 14.78 USD |
Maturity: | 2024-06-19 |
Issue date: | 2023-07-17 |
Last trading day: | 2024-06-18 |
Ratio: | 1:1.01 |
Exercise type: | American |
Quanto: | No |
Gearing: | -5.89 |
Leverage: | Yes |
Calculated values
Fair value: | 1.70 |
---|---|
Intrinsic value: | 1.65 |
Implied volatility: | 0.57 |
Historic volatility: | 0.31 |
Parity: | 1.65 |
Time value: | 0.45 |
Break-even: | 11.75 |
Moneyness: | 1.13 |
Premium: | 0.04 |
Premium p.a.: | 0.28 |
Spread abs.: | 0.14 |
Spread %: | 7.14% |
Delta: | -0.67 |
Theta: | -0.01 |
Omega: | -3.95 |
Rho: | -0.01 |
Quote data
Open: | 2.0400 |
---|---|
High: | 2.1000 |
Low: | 2.0400 |
Previous Close: | 2.0400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -25.00% | ||
---|---|---|---|
1 Month | +9.09% | ||
3 Months | -41.88% | ||
YTD | -23.88% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 2.0400 | 1.8600 |
---|---|---|
1M High / 1M Low: | 2.7800 | 1.4800 |
6M High / 6M Low: | 5.0400 | 1.4800 |
High (YTD): | 2024-01-18 | 3.8400 |
Low (YTD): | 2024-04-03 | 1.4800 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.9820 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.0433 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.0925 | |
Avg. volume 6M: | .5238 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 184.18% | |
Volatility 6M: | 121.90% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |