UC WAR. PUT 12/24 UHR/ DE000HC7P4U1 /
| 12/09/2024 11:47:02 | Chg.- | Bid13:06:00 | Ask12/09/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.6200EUR | - | 4.6900 Bid Size: 20,000 |
- Ask Size: 12,000 |
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: | 12/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -3.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.69 |
|---|---|
| Intrinsic value: | 3.69 |
| Implied volatility: | 0.69 |
| Historic volatility: | 0.26 |
| Parity: | 3.69 |
| Time value: | 0.94 |
| Break-even: | 153.70 |
| Moneyness: | 1.23 |
| Premium: | 0.06 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.30 |
| Spread %: | 6.93% |
| Delta: | -0.65 |
| Theta: | -0.10 |
| Omega: | -2.29 |
| Rho: | -0.38 |
Quote data
| Open: | 4.5600 |
|---|---|
| High: | 4.6400 |
| Low: | 4.5600 |
| Previous Close: | 4.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +110.96% | ||
| 3 Months | +90.91% | ||
| YTD | +212.16% | ||
| 1 Year | +234.78% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.6200 | 4.5600 |
|---|---|---|
| 1M High / 1M Low: | 4.6200 | 2.1600 |
| 6M High / 6M Low: | 4.6200 | 1.5700 |
| High (YTD): | 12/09/2024 | 4.6200 |
| Low (YTD): | 19/02/2024 | 1.4800 |
| 52W High: | 12/09/2024 | 4.6200 |
| 52W Low: | 15/11/2023 | 1.3800 |
| Avg. price 1W: | 4.6000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.1321 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.3192 | |
| Avg. volume 6M: | 4.7619 | |
| Avg. price 1Y: | 2.0242 | |
| Avg. volume 1Y: | 2.3715 | |
| Volatility 1M: | 111.35% | |
| Volatility 6M: | 143.77% | |
| Volatility 1Y: | 119.51% | |
| Volatility 3Y: | - |
