UniCredit Put 200 SWGAF 19.06.2024
/ DE000HC7FT84
UniCredit Put 200 SWGAF 19.06.202.../ DE000HC7FT84 /
| 2024-06-05 1:23:11 PM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
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: |
-19.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.26 |
| Parity: |
0.48 |
| Time value: |
0.51 |
| Break-even: |
190.20 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
5.45 |
| Spread abs.: |
0.20 |
| Spread %: |
25.64% |
| Delta: |
-0.58 |
| Theta: |
-0.69 |
| Omega: |
-11.62 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.750 |
| High: |
0.950 |
| Low: |
0.750 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.06% |
| 3 Months |
|
|
+7.95% |
| YTD |
|
|
+15.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.100 |
0.490 |
| 6M High / 6M Low: |
1.850 |
0.490 |
| High (YTD): |
2024-01-25 |
1.850 |
| Low (YTD): |
2024-05-20 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.879 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.062 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
379.65% |
| Volatility 6M: |
|
212.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
