UC WAR. PUT 12/24 AEU/ DE000HC7MC76 /
2024-05-03 9:45:55 PM | Chg.-0.0100 | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1000EUR | -9.09% | 0.0700 Bid Size: 10,000 |
0.2600 Ask Size: 10,000 |
PRYSMIAN | 40.00 EUR | 2024-12-18 | Put |
Master data
WKN: | HC7MC7 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | PRYSMIAN |
Type: | Warrant |
Option type: | Put |
Strike price: | 40.00 EUR |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-23 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -19.81 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.51 |
Historic volatility: | 0.26 |
Parity: | -1.15 |
Time value: | 0.26 |
Break-even: | 37.40 |
Moneyness: | 0.78 |
Premium: | 0.27 |
Premium p.a.: | 0.47 |
Spread abs.: | 0.19 |
Spread %: | 271.43% |
Delta: | -0.19 |
Theta: | -0.01 |
Omega: | -3.70 |
Rho: | -0.08 |
Quote data
Open: | 0.1100 |
---|---|
High: | 0.1100 |
Low: | 0.0970 |
Previous Close: | 0.1100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +4.17% | ||
---|---|---|---|
1 Month | -37.50% | ||
3 Months | -71.43% | ||
YTD | -72.97% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.1100 | 0.1000 |
---|---|---|
1M High / 1M Low: | 0.1600 | 0.0960 |
6M High / 6M Low: | 0.6900 | 0.0960 |
High (YTD): | 2024-01-04 | 0.4200 |
Low (YTD): | 2024-04-26 | 0.0960 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1025 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1263 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3359 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 133.41% | |
Volatility 6M: | 90.83% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |