UniCredit Put 200 SWGAF 18.12.2024
/ DE000HC7P4U1
UniCredit Put 200 SWGAF 18.12.202.../ DE000HC7P4U1 /
| 9/12/2024 10:24:16 AM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.71EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
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: |
9/12/2024 |
| 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: |
4.71 |
| High: |
4.71 |
| Low: |
4.71 |
| Previous Close: |
4.44 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+89.16% |
| 3 Months |
|
|
+120.09% |
| YTD |
|
|
+216.11% |
| 1 Year |
|
|
+241.30% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.71 |
2.25 |
| 6M High / 6M Low: |
4.71 |
1.51 |
| High (YTD): |
9/12/2024 |
4.71 |
| Low (YTD): |
2/19/2024 |
1.42 |
| 52W High: |
9/12/2024 |
4.71 |
| 52W Low: |
11/20/2023 |
1.30 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.28 |
| Avg. volume 6M: |
|
16.39 |
| Avg. price 1Y: |
|
1.98 |
| Avg. volume 1Y: |
|
8.03 |
| Volatility 1M: |
|
103.63% |
| Volatility 6M: |
|
151.20% |
| Volatility 1Y: |
|
124.73% |
| Volatility 3Y: |
|
- |
