UC WAR. PUT 12/24 SNW/ DE000HC30Z53 /
| 2024-06-14 9:46:34 PM | Chg.+0.1500 | Bid9:59:07 PM | Ask9:59:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4000EUR | +12.00% | 1.3900 Bid Size: 12,000 |
1.4100 Ask Size: 12,000 |
SANOFI SA INHABER ... | 100.00 - | 2024-12-18 | Put |
Master data
| WKN: | HC30Z5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SANOFI SA INHABER EO 2 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -6.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.41 |
|---|---|
| Intrinsic value: | 1.36 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.25 |
| Parity: | 1.36 |
| Time value: | 0.05 |
| Break-even: | 85.90 |
| Moneyness: | 1.16 |
| Premium: | 0.01 |
| Premium p.a.: | 0.01 |
| Spread abs.: | 0.02 |
| Spread %: | 1.44% |
| Delta: | -0.73 |
| Theta: | -0.01 |
| Omega: | -4.48 |
| Rho: | -0.39 |
Quote data
| Open: | 1.2700 |
|---|---|
| High: | 1.4000 |
| Low: | 1.2700 |
| Previous Close: | 1.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +35.92% | ||
|---|---|---|---|
| 1 Month | +28.44% | ||
| 3 Months | -6.67% | ||
| YTD | -2.78% | ||
| 1 Year | +17.65% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4000 | 1.0900 |
|---|---|---|
| 1M High / 1M Low: | 1.4000 | 1.0300 |
| 6M High / 6M Low: | 1.7800 | 0.9400 |
| High (YTD): | 2024-04-18 | 1.7800 |
| Low (YTD): | 2024-05-13 | 0.9400 |
| 52W High: | 2023-10-27 | 2.1200 |
| 52W Low: | 2023-09-20 | 0.7300 |
| Avg. price 1W: | 1.2020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1400 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3753 | |
| Avg. volume 6M: | 16 | |
| Avg. price 1Y: | 1.2677 | |
| Avg. volume 1Y: | 7.8125 | |
| Volatility 1M: | 86.53% | |
| Volatility 6M: | 80.82% | |
| Volatility 1Y: | 150.54% | |
| Volatility 3Y: | - |
