UC WAR. CALL 12/24 SWJ/ DE000HC7P466 /
| 2024-06-05 1:46:53 PM | Chg.+0.0060 | Bid1:52:32 PM | Ask1:52:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0300EUR | +25.00% | 0.0280 Bid Size: 150,000 |
0.0360 Ask Size: 150,000 |
Swisscom AG | 600.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7P46 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Swisscom AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 600.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 103.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.17 |
| Parity: | -0.84 |
| Time value: | 0.05 |
| Break-even: | 605.00 |
| Moneyness: | 0.86 |
| Premium: | 0.17 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.04 |
| Spread %: | 525.00% |
| Delta: | 0.16 |
| Theta: | -0.05 |
| Omega: | 16.33 |
| Rho: | 0.41 |
Quote data
| Open: | 0.0240 |
|---|---|
| High: | 0.0300 |
| Low: | 0.0240 |
| Previous Close: | 0.0240 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +130.77% | ||
|---|---|---|---|
| 1 Month | -28.57% | ||
| 3 Months | -38.78% | ||
| YTD | -48.28% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0240 | 0.0120 |
|---|---|---|
| 1M High / 1M Low: | 0.0420 | 0.0120 |
| 6M High / 6M Low: | 0.1000 | 0.0120 |
| High (YTD): | 2024-03-27 | 0.1000 |
| Low (YTD): | 2024-05-30 | 0.0120 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0170 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0295 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0580 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 480.65% | |
| Volatility 6M: | 235.87% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
