UC WAR. PUT 06/25 CAR/ DE000HC7J923 /
| 2024-05-28 1:46:27 PM | Chg.+0.4200 | Bid3:09:58 PM | Ask3:09:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.0600EUR | +9.05% | 5.0300 Bid Size: 25,000 |
5.0400 Ask Size: 25,000 |
CARREFOUR S.A. INH.E... | 20.00 - | 2025-06-18 | Put |
Master data
| WKN: | HC7J92 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CARREFOUR S.A. INH.EO 2,5 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-21 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -3.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.68 |
|---|---|
| Intrinsic value: | 3.68 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.20 |
| Parity: | 3.68 |
| Time value: | 0.99 |
| Break-even: | 15.34 |
| Moneyness: | 1.23 |
| Premium: | 0.06 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.05 |
| Spread %: | 1.08% |
| Delta: | -0.57 |
| Theta: | 0.00 |
| Omega: | -1.99 |
| Rho: | -0.15 |
Quote data
| Open: | 4.6400 |
|---|---|
| High: | 5.0600 |
| Low: | 4.6400 |
| Previous Close: | 4.6400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.43% | ||
|---|---|---|---|
| 1 Month | +2.22% | ||
| 3 Months | -1.75% | ||
| YTD | +23.11% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.7600 | 4.6400 |
|---|---|---|
| 1M High / 1M Low: | 5.3100 | 4.1700 |
| 6M High / 6M Low: | 5.4400 | 3.5600 |
| High (YTD): | 2024-03-01 | 5.4400 |
| Low (YTD): | 2024-01-08 | 4.0000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.6980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.7895 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.6847 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 71.46% | |
| Volatility 6M: | 58.40% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
