UniCredit Put 200 SWGAF 18.12.2024
/ DE000HC7P4U1
UniCredit Put 200 SWGAF 18.12.202.../ DE000HC7P4U1 /
| 2024-06-06 7:20:25 PM |
Chg.-0.02 |
Bid8:00:07 PM |
Ask8:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
-1.00% |
1.98
Bid Size: 4,000 |
2.07
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: |
1.98 |
| High: |
2.00 |
| Low: |
1.98 |
| Previous Close: |
2.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.05% |
| 1 Month |
|
|
-2.93% |
| 3 Months |
|
|
+11.17% |
| YTD |
|
|
+33.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.75 |
| 1M High / 1M Low: |
2.06 |
1.51 |
| 6M High / 6M Low: |
2.55 |
1.32 |
| High (YTD): |
2024-04-19 |
2.55 |
| Low (YTD): |
2024-02-19 |
1.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.26% |
| Volatility 6M: |
|
101.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
