UC WAR. PUT 06/24 SWJ/ DE000HC7G3W0 /
| 2024-05-16 9:45:22 PM | Chg.+0.0040 | Bid9:59:14 PM | Ask9:59:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0810EUR | +5.19% | 0.0710 Bid Size: 12,000 |
0.0910 Ask Size: 12,000 |
SWISSCOM N | 500.00 CHF | 2024-06-19 | Put |
Master data
| WKN: | HC7G3W |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SWISSCOM N |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 500.00 CHF |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-19 |
| Last trading day: | 2024-06-18 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -59.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.17 |
| Parity: | 0.00 |
| Time value: | 0.09 |
| Break-even: | 500.59 |
| Moneyness: | 1.00 |
| Premium: | 0.02 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.02 |
| Spread %: | 32.31% |
| Delta: | -0.46 |
| Theta: | -0.12 |
| Omega: | -26.99 |
| Rho: | -0.22 |
Quote data
| Open: | 0.0770 |
|---|---|
| High: | 0.0820 |
| Low: | 0.0770 |
| Previous Close: | 0.0770 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -37.69% | ||
|---|---|---|---|
| 1 Month | -26.36% | ||
| 3 Months | -64.78% | ||
| YTD | -73.87% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1300 | 0.0720 |
|---|---|---|
| 1M High / 1M Low: | 0.1600 | 0.0720 |
| 6M High / 6M Low: | 0.3300 | 0.0530 |
| High (YTD): | 2024-02-09 | 0.3300 |
| Low (YTD): | 2024-03-28 | 0.0530 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0914 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1100 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2069 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 246.14% | |
| Volatility 6M: | 175.37% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
