UniCredit Put 200 SWGAF 18.12.2024
/ DE000HC7P4U1
UniCredit Put 200 SWGAF 18.12.202.../ DE000HC7P4U1 /
| 2024-07-05 8:18:48 PM |
Chg.+0.11 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
+5.56% |
-
Bid Size: - |
-
Ask Size: - |
Swatch Group AG |
200.00 - |
2024-12-18 |
Put |
Master data
| WKN: |
HC7P4U |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
0.89 |
| Time value: |
1.27 |
| Break-even: |
178.40 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.11 |
| Spread %: |
5.37% |
| Delta: |
-0.50 |
| Theta: |
-0.04 |
| Omega: |
-4.42 |
| Rho: |
-0.53 |
Quote data
| Open: |
2.10 |
| High: |
2.10 |
| Low: |
2.09 |
| Previous Close: |
1.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
+1.95% |
| 3 Months |
|
|
+32.28% |
| YTD |
|
|
+40.27% |
| 1 Year |
|
|
+55.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.20 |
1.98 |
| 1M High / 1M Low: |
2.32 |
1.84 |
| 6M High / 6M Low: |
2.55 |
1.42 |
| High (YTD): |
2024-04-19 |
2.55 |
| Low (YTD): |
2024-02-19 |
1.42 |
| 52W High: |
2024-04-19 |
2.55 |
| 52W Low: |
2023-07-13 |
1.05 |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.69 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
106.54% |
| Volatility 6M: |
|
103.43% |
| Volatility 1Y: |
|
97.78% |
| Volatility 3Y: |
|
- |
