UC WAR. PUT 06/25 SND/ DE000HC7J444 /
| 2024-08-08 11:45:27 AM | Chg.+0.0800 | Bid12:07:13 PM | Ask12:07:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7900EUR | +4.68% | 1.7900 Bid Size: 80,000 |
1.8000 Ask Size: 80,000 |
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: | -11.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.23 |
| Parity: | -0.94 |
| Time value: | 1.76 |
| Break-even: | 182.40 |
| Moneyness: | 0.96 |
| Premium: | 0.13 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.05 |
| Spread %: | 2.92% |
| Delta: | -0.34 |
| Theta: | -0.03 |
| Omega: | -4.09 |
| Rho: | -0.77 |
Quote data
| Open: | 1.6800 |
|---|---|
| High: | 1.7900 |
| Low: | 1.6800 |
| Previous Close: | 1.7100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +23.45% | ||
|---|---|---|---|
| 1 Month | +70.48% | ||
| 3 Months | +45.53% | ||
| YTD | -39.93% | ||
| 1 Year | -59.78% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0700 | 1.4500 |
|---|---|---|
| 1M High / 1M Low: | 2.0700 | 0.8700 |
| 6M High / 6M Low: | 2.5000 | 0.8700 |
| High (YTD): | 2024-01-05 | 3.5200 |
| Low (YTD): | 2024-07-12 | 0.8700 |
| 52W High: | 2023-10-24 | 6.1000 |
| 52W Low: | 2024-07-12 | 0.8700 |
| Avg. price 1W: | 1.7840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2374 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4513 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.7998 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 201.90% | |
| Volatility 6M: | 126.72% | |
| Volatility 1Y: | 97.05% | |
| Volatility 3Y: | - |
