UC WAR. CALL 12/24 SWJ/ DE000HC7P466 /
| 15/05/2024 09:45:47 | Chg.0.0000 | Bid09:53:32 | Ask09:53:32 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0390EUR | 0.00% | 0.0320 Bid Size: 100,000 |
0.0400 Ask Size: 100,000 |
SWISSCOM N | 600.00 CHF | 18/12/2024 | Call |
Master data
| WKN: | HC7P46 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SWISSCOM N |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 600.00 CHF |
| Maturity: | 18/12/2024 |
| Issue date: | 26/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 91.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.17 |
| Parity: | -1.01 |
| Time value: | 0.06 |
| Break-even: | 617.35 |
| Moneyness: | 0.83 |
| Premium: | 0.21 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.04 |
| Spread %: | 273.33% |
| Delta: | 0.15 |
| Theta: | -0.05 |
| Omega: | 14.08 |
| Rho: | 0.44 |
Quote data
| Open: | 0.0390 |
|---|---|
| High: | 0.0390 |
| Low: | 0.0390 |
| Previous Close: | 0.0390 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.14% | ||
|---|---|---|---|
| 1 Month | -48.00% | ||
| 3 Months | -23.53% | ||
| YTD | -32.76% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0420 | 0.0390 |
|---|---|---|
| 1M High / 1M Low: | 0.0800 | 0.0390 |
| 6M High / 6M Low: | 0.1000 | 0.0390 |
| High (YTD): | 27/03/2024 | 0.1000 |
| Low (YTD): | 14/05/2024 | 0.0390 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0414 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0567 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0641 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 135.99% | |
| Volatility 6M: | 149.44% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
