UC WAR. PUT 12/24 UHR/ DE000HC7P4U1 /
| 2024-06-06 9:46:17 PM | Chg.-0.0100 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0300EUR | -0.49% | 1.9600 Bid Size: 4,000 |
2.1200 Ask Size: 4,000 |
Swatch Group AG | 200.00 - | 2024-12-18 | Put |
Master data
| WKN: | HC7P4U |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Swatch Group AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 200.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -8.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.60 |
|---|---|
| Intrinsic value: | 0.59 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.26 |
| Parity: | 0.59 |
| Time value: | 1.76 |
| Break-even: | 176.50 |
| Moneyness: | 1.03 |
| Premium: | 0.09 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.63 |
| Spread %: | 36.63% |
| Delta: | -0.46 |
| Theta: | -0.05 |
| Omega: | -3.77 |
| Rho: | -0.60 |
Quote data
| Open: | 2.0400 |
|---|---|
| High: | 2.0400 |
| Low: | 2.0100 |
| Previous Close: | 2.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.56% | ||
|---|---|---|---|
| 1 Month | -3.79% | ||
| 3 Months | +13.41% | ||
| YTD | +37.16% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0400 | 1.8100 |
|---|---|---|
| 1M High / 1M Low: | 2.1100 | 1.6000 |
| 6M High / 6M Low: | 2.5600 | 1.4000 |
| High (YTD): | 2024-04-19 | 2.5600 |
| Low (YTD): | 2024-02-19 | 1.4800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.9180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9248 | |
| Avg. volume 1M: | 13.0435 | |
| Avg. price 6M: | 1.8777 | |
| Avg. volume 6M: | 4.8000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 104.83% | |
| Volatility 6M: | 97.91% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
