UC WAR. PUT 12/24 UHR/ DE000HC7P4U1 /
| 16/07/2024 09:46:01 | Chg.-0.1500 | Bid10:05:41 | Ask10:05:41 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.1600EUR | -4.53% | 3.2200 Bid Size: 20,000 |
3.2400 Ask Size: 20,000 |
Swatch Group AG | 200.00 - | 18/12/2024 | Put |
Master data
| WKN: | HC7P4U |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Swatch Group AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 200.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 26/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -5.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.79 |
|---|---|
| Intrinsic value: | 2.66 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.27 |
| Parity: | 2.66 |
| Time value: | 0.72 |
| Break-even: | 166.30 |
| Moneyness: | 1.15 |
| Premium: | 0.04 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.10 |
| Spread %: | 3.06% |
| Delta: | -0.63 |
| Theta: | -0.04 |
| Omega: | -3.26 |
| Rho: | -0.61 |
Quote data
| Open: | 3.2900 |
|---|---|
| High: | 3.2900 |
| Low: | 3.1600 |
| Previous Close: | 3.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +41.07% | ||
|---|---|---|---|
| 1 Month | +33.33% | ||
| 3 Months | +37.99% | ||
| YTD | +113.51% | ||
| 1 Year | +165.55% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3100 | 1.9400 |
|---|---|---|
| 1M High / 1M Low: | 3.3100 | 1.9100 |
| 6M High / 6M Low: | 3.3100 | 1.4800 |
| High (YTD): | 15/07/2024 | 3.3100 |
| Low (YTD): | 19/02/2024 | 1.4800 |
| 52W High: | 15/07/2024 | 3.3100 |
| 52W Low: | 01/08/2023 | 1.2400 |
| Avg. price 1W: | 2.3560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1757 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9939 | |
| Avg. volume 6M: | 4.7244 | |
| Avg. price 1Y: | 1.7797 | |
| Avg. volume 1Y: | 2.3529 | |
| Volatility 1M: | 272.90% | |
| Volatility 6M: | 141.89% | |
| Volatility 1Y: | 114.45% | |
| Volatility 3Y: | - |
