UC WAR. PUT 09/24 G1A/ DE000HC9D8F5 /
2024-06-07 9:46:42 PM | Chg.-0.0500 | Bid9:59:05 PM | Ask9:59:05 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2800EUR | -15.15% | 0.2700 Bid Size: 15,000 |
0.2900 Ask Size: 15,000 |
GEA GROUP AG | 40.00 - | 2024-09-18 | Put |
Master data
WKN: | HC9D8F |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GEA GROUP AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 40.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-09-21 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -13.09 |
Leverage: | Yes |
Calculated values
Fair value: | 0.25 |
---|---|
Intrinsic value: | 0.20 |
Implied volatility: | 0.24 |
Historic volatility: | 0.19 |
Parity: | 0.20 |
Time value: | 0.09 |
Break-even: | 37.10 |
Moneyness: | 1.05 |
Premium: | 0.02 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.02 |
Spread %: | 7.41% |
Delta: | -0.60 |
Theta: | -0.01 |
Omega: | -7.91 |
Rho: | -0.07 |
Quote data
Open: | 0.3300 |
---|---|
High: | 0.3300 |
Low: | 0.2800 |
Previous Close: | 0.3300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +7.69% | ||
---|---|---|---|
1 Month | -3.45% | ||
3 Months | -44.00% | ||
YTD | -36.36% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3300 | 0.2800 |
---|---|---|
1M High / 1M Low: | 0.3300 | 0.2400 |
6M High / 6M Low: | 0.6500 | 0.2400 |
High (YTD): | 2024-01-17 | 0.5800 |
Low (YTD): | 2024-05-27 | 0.2400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3040 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2932 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4158 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 139.72% | |
Volatility 6M: | 107.01% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |