UC WAR. CALL 12/24 SWJ/ DE000HD1T7Y6 /
| 2024-06-17 9:45:17 PM | Chg.+0.0050 | Bid9:59:02 PM | Ask9:59:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0410EUR | +13.89% | 0.0350 Bid Size: 20,000 |
0.0560 Ask Size: 20,000 |
SwissCom AG | 580.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD1T7Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SwissCom AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 580.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 107.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.14 |
| Historic volatility: | 0.17 |
| Parity: | -0.63 |
| Time value: | 0.05 |
| Break-even: | 584.80 |
| Moneyness: | 0.89 |
| Premium: | 0.13 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.02 |
| Spread %: | 77.78% |
| Delta: | 0.18 |
| Theta: | -0.05 |
| Omega: | 19.41 |
| Rho: | 0.45 |
Quote data
| Open: | 0.0360 |
|---|---|
| High: | 0.0410 |
| Low: | 0.0360 |
| Previous Close: | 0.0360 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.38% | ||
|---|---|---|---|
| 1 Month | -21.15% | ||
| 3 Months | -58.59% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0420 | 0.0360 |
|---|---|---|
| 1M High / 1M Low: | 0.0530 | 0.0360 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0384 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0420 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 111.98% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
