UC WAR. PUT 06/24 G1A/ DE000HC3DHL8 /
| 2024-04-29 9:46:24 PM | Chg.-0.0100 | Bid9:59:15 PM | Ask9:59:15 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3500EUR | -2.78% | 0.3400 Bid Size: 15,000 |
0.3700 Ask Size: 15,000 |
GEA GROUP AG | 40.00 EUR | 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 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-24 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -10.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.27 |
|---|---|
| Intrinsic value: | 0.26 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.20 |
| Parity: | 0.26 |
| Time value: | 0.10 |
| Break-even: | 36.40 |
| Moneyness: | 1.07 |
| Premium: | 0.03 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.01 |
| Spread %: | 2.86% |
| Delta: | -0.64 |
| Theta: | -0.02 |
| Omega: | -6.63 |
| Rho: | -0.04 |
Quote data
| Open: | 0.3500 |
|---|---|
| High: | 0.3500 |
| Low: | 0.3400 |
| Previous Close: | 0.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.78% | ||
|---|---|---|---|
| 1 Month | +34.62% | ||
| 3 Months | -10.26% | ||
| YTD | -10.26% | ||
| 1 Year | -7.89% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.4200 | 0.3600 |
|---|---|---|
| 1M High / 1M Low: | 0.4200 | 0.2900 |
| 6M High / 6M Low: | 0.8400 | 0.2300 |
| High (YTD): | 2024-01-17 | 0.5400 |
| Low (YTD): | 2024-03-22 | 0.2300 |
| 52W High: | 2023-10-27 | 0.8700 |
| 52W Low: | 2024-03-22 | 0.2300 |
| Avg. price 1W: | 0.3740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3484 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4668 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4980 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 105.41% | |
| Volatility 6M: | 123.19% | |
| Volatility 1Y: | 99.09% | |
| Volatility 3Y: | - |
