UC WAR. PUT 06/25 SND/ DE000HC7J444 /
| 2024-05-22 9:47:13 AM | Chg.-0.0600 | Bid11:29:25 AM | Ask11:29:25 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0700EUR | -5.31% | 1.0900 Bid Size: 70,000 |
1.1000 Ask Size: 70,000 |
SCHNEIDER ELEC. INH.... | 200.00 - | 2025-06-18 | Put |
Master data
| WKN: | HC7J44 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SCHNEIDER ELEC. INH. EO 4 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 200.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-21 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -20.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.51 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.21 |
| Parity: | -3.13 |
| Time value: | 1.14 |
| Break-even: | 188.60 |
| Moneyness: | 0.86 |
| Premium: | 0.18 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.06 |
| Spread %: | 5.56% |
| Delta: | -0.23 |
| Theta: | -0.02 |
| Omega: | -4.62 |
| Rho: | -0.69 |
Quote data
| Open: | 1.0700 |
|---|---|
| High: | 1.0700 |
| Low: | 1.0700 |
| Previous Close: | 1.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.90% | ||
|---|---|---|---|
| 1 Month | -48.06% | ||
| 3 Months | -35.54% | ||
| YTD | -64.09% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1800 | 1.0500 |
|---|---|---|
| 1M High / 1M Low: | 2.0600 | 1.0500 |
| 6M High / 6M Low: | 3.9900 | 1.0500 |
| High (YTD): | 2024-01-05 | 3.5200 |
| Low (YTD): | 2024-05-15 | 1.0500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4095 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.3311 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 83.08% | |
| Volatility 6M: | 80.43% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
