UniCredit Put 200 SWGAF 18.12.2024
/ DE000HC7P4U1
UniCredit Put 200 SWGAF 18.12.202.../ DE000HC7P4U1 /
| 2024-09-12 1:09:07 PM |
Chg.+0.160 |
Bid9:59:26 PM |
Ask2024-09-12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.690EUR |
+3.53% |
-
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: |
2024-09-12 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.93 |
| Intrinsic value: |
3.93 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.27 |
| Parity: |
3.93 |
| Time value: |
0.70 |
| Break-even: |
153.70 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.30 |
| Spread %: |
6.93% |
| Delta: |
-0.69 |
| Theta: |
-0.09 |
| Omega: |
-2.40 |
| Rho: |
-0.38 |
Quote data
| Open: |
4.610 |
| High: |
4.700 |
| Low: |
4.580 |
| Previous Close: |
4.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+88.35% |
| 3 Months |
|
|
+118.14% |
| YTD |
|
|
+214.77% |
| 1 Year |
|
|
+225.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.700 |
2.250 |
| 6M High / 6M Low: |
4.700 |
1.510 |
| High (YTD): |
2024-09-10 |
4.700 |
| Low (YTD): |
2024-02-19 |
1.420 |
| 52W High: |
2024-09-10 |
4.700 |
| 52W Low: |
2023-11-20 |
1.310 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.289 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.986 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
104.05% |
| Volatility 6M: |
|
149.31% |
| Volatility 1Y: |
|
124.02% |
| Volatility 3Y: |
|
- |
