UC WAR. PUT 12/24 UHR/ DE000HC7P4U1 /
| 2024-06-27 9:46:41 PM | Chg.+0.1400 | Bid9:59:14 PM | Ask9:59:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1800EUR | +6.86% | 2.0900 Bid Size: 4,000 |
2.2000 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: | -9.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.46 |
|---|---|
| Intrinsic value: | 0.39 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.27 |
| Parity: | 0.39 |
| Time value: | 1.68 |
| Break-even: | 179.30 |
| Moneyness: | 1.02 |
| Premium: | 0.09 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.11 |
| Spread %: | 5.61% |
| Delta: | -0.45 |
| Theta: | -0.05 |
| Omega: | -4.28 |
| Rho: | -0.52 |
Quote data
| Open: | 2.0400 |
|---|---|
| High: | 2.2600 |
| Low: | 2.0400 |
| Previous Close: | 2.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.91% | ||
|---|---|---|---|
| 1 Month | +17.84% | ||
| 3 Months | +30.54% | ||
| YTD | +47.30% | ||
| 1 Year | +39.74% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2000 | 1.9100 |
|---|---|---|
| 1M High / 1M Low: | 2.4200 | 1.8100 |
| 6M High / 6M Low: | 2.5600 | 1.4800 |
| High (YTD): | 2024-04-19 | 2.5600 |
| Low (YTD): | 2024-02-19 | 1.4800 |
| 52W High: | 2024-04-19 | 2.5600 |
| 52W Low: | 2023-07-13 | 1.1600 |
| Avg. price 1W: | 2.0500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0539 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9425 | |
| Avg. volume 6M: | 4.7244 | |
| Avg. price 1Y: | 1.7373 | |
| Avg. volume 1Y: | 2.3438 | |
| Volatility 1M: | 113.39% | |
| Volatility 6M: | 103.39% | |
| Volatility 1Y: | 92.63% | |
| Volatility 3Y: | - |
