UniCredit Put 200 SND 18.06.2025
/ DE000HC7J444
UniCredit Put 200 SND 18.06.2025/ DE000HC7J444 /
11/07/2024 19:34:32 |
Chg.-0.040 |
Bid21:59:04 |
Ask21:59:04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
-3.96% |
- Bid Size: - |
- Ask Size: - |
SCHNEIDER ELEC. INH.... |
200.00 - |
18/06/2025 |
Put |
Master data
WKN: |
HC7J44 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 - |
Maturity: |
18/06/2025 |
Issue date: |
21/06/2023 |
Last trading day: |
17/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-21.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.22 |
Parity: |
-2.79 |
Time value: |
1.04 |
Break-even: |
189.60 |
Moneyness: |
0.88 |
Premium: |
0.17 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.06 |
Spread %: |
6.12% |
Delta: |
-0.24 |
Theta: |
-0.02 |
Omega: |
-5.17 |
Rho: |
-0.60 |
Quote data
Open: |
1.000 |
High: |
1.030 |
Low: |
0.960 |
Previous Close: |
1.010 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-8.49% |
1 Month |
|
|
-3.00% |
3 Months |
|
|
-46.70% |
YTD |
|
|
-67.23% |
1 Year |
|
|
-75.06% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.090 |
0.970 |
1M High / 1M Low: |
1.370 |
0.970 |
6M High / 6M Low: |
3.360 |
0.930 |
High (YTD): |
05/01/2024 |
3.510 |
Low (YTD): |
24/05/2024 |
0.930 |
52W High: |
26/10/2023 |
6.070 |
52W Low: |
24/05/2024 |
0.930 |
Avg. price 1W: |
|
1.036 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.122 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.674 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.992 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
109.28% |
Volatility 6M: |
|
99.77% |
Volatility 1Y: |
|
80.96% |
Volatility 3Y: |
|
- |