UC WAR. PUT 06/24 UHR/ DE000HC7FT84 /
| 2024-06-05 1:46:04 PM | Chg.- | Bid2:23:03 PM | Ask2024-06-05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9000EUR | - | 0.9100 Bid Size: 20,000 |
- Ask Size: 20,000 |
Swatch Group AG | 200.00 - | 2024-06-19 | Put |
Master data
| WKN: | HC7FT8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Swatch Group AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 200.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-19 |
| Last trading day: | 2024-06-05 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -19.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.70 |
|---|---|
| Intrinsic value: | 0.68 |
| Implied volatility: | 0.72 |
| Historic volatility: | 0.26 |
| Parity: | 0.68 |
| Time value: | 0.31 |
| Break-even: | 190.20 |
| Moneyness: | 1.03 |
| Premium: | 0.02 |
| Premium p.a.: | 3.17 |
| Spread abs.: | 0.20 |
| Spread %: | 25.64% |
| Delta: | -0.66 |
| Theta: | -0.65 |
| Omega: | -13.04 |
| Rho: | -0.02 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 1.0300 |
| Low: | 0.7900 |
| Previous Close: | 0.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +47.54% | ||
| 3 Months | -3.23% | ||
| YTD | +9.76% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.1500 | 0.6000 |
| 6M High / 6M Low: | 1.8800 | 0.6000 |
| High (YTD): | 2024-01-25 | 1.8800 |
| Low (YTD): | 2024-05-20 | 0.6000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.8957 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1256 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 303.82% | |
| Volatility 6M: | 193.42% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
