UC WAR. CALL 12/24 SWJ/ DE000HD1T7X8 /
| 31/05/2024 21:45:53 | Chg.+0.0600 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | +18.18% | 0.3900 Bid Size: 8,000 |
0.4100 Ask Size: 8,000 |
SwissCom AG | 480.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD1T7X |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SwissCom AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 480.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 11/01/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.17 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.17 |
| Parity: | 0.17 |
| Time value: | 0.20 |
| Break-even: | 517.00 |
| Moneyness: | 1.03 |
| Premium: | 0.04 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.08 |
| Spread %: | 27.59% |
| Delta: | 0.71 |
| Theta: | -0.08 |
| Omega: | 9.53 |
| Rho: | 1.74 |
Quote data
| Open: | 0.3500 |
|---|---|
| High: | 0.3900 |
| Low: | 0.3500 |
| Previous Close: | 0.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.71% | ||
|---|---|---|---|
| 1 Month | -17.02% | ||
| 3 Months | 0.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3400 | 0.3300 |
|---|---|---|
| 1M High / 1M Low: | 0.4700 | 0.3300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3340 | |
| Avg. volume 1W: | 60 | |
| Avg. price 1M: | 0.3955 | |
| Avg. volume 1M: | 25 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 80.87% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
