UC WAR. PUT 12/24 SNW/ DE000HC30Z53 /
| 2024-06-19 9:45:17 AM | Chg.0.0000 | Bid11:03:19 AM | Ask11:03:19 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2700EUR | 0.00% | 1.2900 Bid Size: 90,000 |
1.3000 Ask Size: 90,000 |
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: | -6.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.26 |
|---|---|
| Intrinsic value: | 1.15 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.25 |
| Parity: | 1.15 |
| Time value: | 0.14 |
| Break-even: | 87.10 |
| Moneyness: | 1.13 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.02 |
| Spread %: | 1.57% |
| Delta: | -0.68 |
| Theta: | -0.01 |
| Omega: | -4.64 |
| Rho: | -0.36 |
Quote data
| Open: | 1.2900 |
|---|---|
| High: | 1.2900 |
| Low: | 1.2700 |
| Previous Close: | 1.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.43% | ||
|---|---|---|---|
| 1 Month | +10.43% | ||
| 3 Months | -21.12% | ||
| YTD | -11.81% | ||
| 1 Year | +10.43% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4000 | 1.1500 |
|---|---|---|
| 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: | 1.2780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1564 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3716 | |
| Avg. volume 6M: | 16 | |
| Avg. price 1Y: | 1.2689 | |
| Avg. volume 1Y: | 7.8125 | |
| Volatility 1M: | 92.62% | |
| Volatility 6M: | 80.75% | |
| Volatility 1Y: | 150.38% | |
| Volatility 3Y: | - |
