UC WAR. PUT 12/24 UHR/ DE000HC7P4U1 /
| 8/14/2024 9:46:32 PM | Chg.-0.1000 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2200EUR | -4.31% | 2.1200 Bid Size: 3,000 |
2.2300 Ask Size: 3,000 |
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: | -8.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.65 |
|---|---|
| Intrinsic value: | 1.05 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.27 |
| Parity: | 1.05 |
| Time value: | 1.31 |
| Break-even: | 176.50 |
| Moneyness: | 1.06 |
| Premium: | 0.07 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.11 |
| Spread %: | 4.91% |
| Delta: | -0.52 |
| Theta: | -0.06 |
| Omega: | -4.16 |
| Rho: | -0.42 |
Quote data
| Open: | 2.2800 |
|---|---|
| High: | 2.2800 |
| Low: | 2.2200 |
| Previous Close: | 2.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.71% | ||
|---|---|---|---|
| 1 Month | +14.43% | ||
| 3 Months | +17.46% | ||
| YTD | +50.00% | ||
| 1 Year | +50.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.8000 | 2.3200 |
|---|---|---|
| 1M High / 1M Low: | 3.3100 | 2.3200 |
| 6M High / 6M Low: | 3.3100 | 1.4800 |
| High (YTD): | 7/15/2024 | 3.3100 |
| Low (YTD): | 2/19/2024 | 1.4800 |
| 52W High: | 7/15/2024 | 3.3100 |
| 52W Low: | 9/4/2023 | 1.3200 |
| Avg. price 1W: | 2.5440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.7209 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0987 | |
| Avg. volume 6M: | 4.7244 | |
| Avg. price 1Y: | 1.8898 | |
| Avg. volume 1Y: | 2.3438 | |
| Volatility 1M: | 102.97% | |
| Volatility 6M: | 141.35% | |
| Volatility 1Y: | 116.33% | |
| Volatility 3Y: | - |
