UC WAR. PUT 12/24 UHR/ DE000HC7P4U1 /
| 6/20/2024 9:46:34 PM | Chg.+0.1600 | Bid9:59:09 PM | Ask9:59:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1200EUR | +8.16% | 2.0200 Bid Size: 4,000 |
2.1800 Ask Size: 4,000 |
Swatch Group AG | 200.00 - | 12/18/2024 | Put |
Master data
| WKN: | HC7P4U |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Swatch Group AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 200.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/26/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -9.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.30 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.27 |
| Parity: | -0.02 |
| Time value: | 2.06 |
| Break-even: | 179.40 |
| Moneyness: | 1.00 |
| Premium: | 0.10 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.16 |
| Spread %: | 8.42% |
| Delta: | -0.42 |
| Theta: | -0.05 |
| Omega: | -4.06 |
| Rho: | -0.52 |
Quote data
| Open: | 1.9900 |
|---|---|
| High: | 2.1700 |
| Low: | 1.9700 |
| Previous Close: | 1.9600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.55% | ||
|---|---|---|---|
| 1 Month | +24.71% | ||
| 3 Months | +10.99% | ||
| YTD | +43.24% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4200 | 1.9600 |
|---|---|---|
| 1M High / 1M Low: | 2.4200 | 1.7000 |
| 6M High / 6M Low: | 2.5600 | 1.4800 |
| High (YTD): | 4/19/2024 | 2.5600 |
| Low (YTD): | 2/19/2024 | 1.4800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0217 | |
| Avg. volume 1M: | 13.0435 | |
| Avg. price 6M: | 1.9283 | |
| Avg. volume 6M: | 4.8000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 111.90% | |
| Volatility 6M: | 100.95% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
