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: | - |