UC WAR. PUT 06/24 GXI/ DE000HC78S63 /
| 2024-05-23 11:45:18 AM | Chg.-0.5800 | Bid12:19:33 PM | Ask12:19:33 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3000EUR | -65.91% | 0.3100 Bid Size: 80,000 |
0.3200 Ask Size: 80,000 |
GERRESHEIMER AG | 100.00 - | 2024-06-19 | Put |
Master data
| WKN: | HC78S6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-08 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -8.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.81 |
|---|---|
| Intrinsic value: | 0.68 |
| Implied volatility: | 0.68 |
| Historic volatility: | 0.38 |
| Parity: | 0.68 |
| Time value: | 0.40 |
| Break-even: | 89.20 |
| Moneyness: | 1.07 |
| Premium: | 0.04 |
| Premium p.a.: | 0.76 |
| Spread abs.: | 0.22 |
| Spread %: | 25.58% |
| Delta: | -0.61 |
| Theta: | -0.11 |
| Omega: | -5.25 |
| Rho: | -0.05 |
Quote data
| Open: | 0.3300 |
|---|---|
| High: | 0.3300 |
| Low: | 0.2500 |
| Previous Close: | 0.8800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.09% | ||
|---|---|---|---|
| 1 Month | -43.40% | ||
| 3 Months | -59.46% | ||
| YTD | -76.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8800 | 0.3300 |
|---|---|---|
| 1M High / 1M Low: | 0.8800 | 0.3300 |
| 6M High / 6M Low: | 1.8700 | 0.3300 |
| High (YTD): | 2024-01-17 | 1.6700 |
| Low (YTD): | 2024-05-16 | 0.3300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4986 | |
| Avg. volume 1M: | 20.6667 | |
| Avg. price 6M: | 0.9960 | |
| Avg. volume 6M: | 55.1129 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 273.66% | |
| Volatility 6M: | 194.87% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
