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: | - |
