UC WAR. PUT 12/24 UHR/ DE000HC7P4U1 /
| 7/5/2024 9:46:51 PM | Chg.+0.0800 | Bid9:59:27 PM | Ask9:59:27 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1000EUR | +3.96% | 2.0500 Bid Size: 4,000 |
2.1600 Ask Size: 4,000 |
Swatch Group AG | 200.00 - | 12/18/2024 | Put |
Master data
| WKN: | HC7P4U |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Swatch Group AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 200.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/26/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -8.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.66 |
|---|---|
| Intrinsic value: | 0.89 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.26 |
| Parity: | 0.89 |
| Time value: | 1.27 |
| Break-even: | 178.40 |
| Moneyness: | 1.05 |
| Premium: | 0.07 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.11 |
| Spread %: | 5.37% |
| Delta: | -0.50 |
| Theta: | -0.04 |
| Omega: | -4.42 |
| Rho: | -0.53 |
Quote data
| Open: | 2.0200 |
|---|---|
| High: | 2.1000 |
| Low: | 1.8800 |
| Previous Close: | 2.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.09% | ||
|---|---|---|---|
| 1 Month | -0.94% | ||
| 3 Months | +24.26% | ||
| YTD | +41.89% | ||
| 1 Year | +44.83% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2400 | 2.0200 |
|---|---|---|
| 1M High / 1M Low: | 2.4200 | 1.9100 |
| 6M High / 6M Low: | 2.5600 | 1.4800 |
| High (YTD): | 4/19/2024 | 2.5600 |
| Low (YTD): | 2/19/2024 | 1.4800 |
| 52W High: | 4/19/2024 | 2.5600 |
| 52W Low: | 7/13/2023 | 1.1600 |
| Avg. price 1W: | 2.1340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1310 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9676 | |
| Avg. volume 6M: | 4.7244 | |
| Avg. price 1Y: | 1.7562 | |
| Avg. volume 1Y: | 2.3529 | |
| Volatility 1M: | 108.88% | |
| Volatility 6M: | 102.06% | |
| Volatility 1Y: | 92.18% | |
| Volatility 3Y: | - |
