UC WAR. PUT 12/24 VWSB/ DE000HC7P565 /
| 2024-05-10 9:45:10 PM | Chg.-0.0300 | Bid9:59:10 PM | Ask9:59:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.6100EUR | -0.82% | 3.5200 Bid Size: 1,000 |
3.6500 Ask Size: 1,000 |
VESTAS WIND SYS. DK ... | 200.00 DKK | 2024-12-18 | Put |
Master data
| WKN: | HC7P56 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VESTAS WIND SYS. DK -,20 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 200.00 DKK |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -7.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.34 |
|---|---|
| Intrinsic value: | 1.24 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.38 |
| Parity: | 1.24 |
| Time value: | 2.41 |
| Break-even: | 23.16 |
| Moneyness: | 1.05 |
| Premium: | 0.09 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.13 |
| Spread %: | 3.69% |
| Delta: | -0.46 |
| Theta: | -0.01 |
| Omega: | -3.26 |
| Rho: | -0.09 |
Quote data
| Open: | 3.6400 |
|---|---|
| High: | 3.7000 |
| Low: | 3.6100 |
| Previous Close: | 3.6400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.05% | ||
|---|---|---|---|
| 1 Month | -21.86% | ||
| 3 Months | -16.44% | ||
| YTD | -2.43% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.2000 | 3.6100 |
|---|---|---|
| 1M High / 1M Low: | 4.8500 | 3.6100 |
| 6M High / 6M Low: | 6.4900 | 3.4100 |
| High (YTD): | 2024-02-23 | 5.0200 |
| Low (YTD): | 2024-03-22 | 3.4100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.7880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.2937 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.4876 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 78.42% | |
| Volatility 6M: | 70.17% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
