UC WAR. PUT 06/25 SND/ DE000HC7J444 /
| 2024-07-11 9:46:38 PM | Chg.-0.0600 | Bid9:59:04 PM | Ask9:59:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9800EUR | -5.77% | 0.9500 Bid Size: 10,000 |
1.0100 Ask Size: 10,000 |
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: | -21.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.55 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.22 |
| Parity: | -2.79 |
| Time value: | 1.04 |
| Break-even: | 189.60 |
| Moneyness: | 0.88 |
| Premium: | 0.17 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.06 |
| Spread %: | 6.12% |
| Delta: | -0.24 |
| Theta: | -0.02 |
| Omega: | -5.17 |
| Rho: | -0.60 |
Quote data
| Open: | 1.0300 |
|---|---|
| High: | 1.0300 |
| Low: | 0.9800 |
| Previous Close: | 1.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.55% | ||
|---|---|---|---|
| 1 Month | -3.92% | ||
| 3 Months | -46.45% | ||
| YTD | -67.11% | ||
| 1 Year | -74.94% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0900 | 0.9800 |
|---|---|---|
| 1M High / 1M Low: | 1.3800 | 0.9800 |
| 6M High / 6M Low: | 3.3500 | 0.9600 |
| High (YTD): | 2024-01-05 | 3.5200 |
| Low (YTD): | 2024-05-24 | 0.9600 |
| 52W High: | 2023-10-24 | 6.1000 |
| 52W Low: | 2024-05-24 | 0.9600 |
| Avg. price 1W: | 1.0440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1418 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6942 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.0168 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 105.28% | |
| Volatility 6M: | 97.90% | |
| Volatility 1Y: | 78.69% | |
| Volatility 3Y: | - |
