UC WAR. PUT 12/24 SWJ/ DE000HC7P482 /
| 2024-09-19 9:46:42 PM | Chg.+0.0040 | Bid9:59:41 PM | Ask9:59:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0490EUR | +8.89% | 0.0390 Bid Size: 20,000 |
0.0620 Ask Size: 20,000 |
Swisscom AG | 500.00 - | 2024-12-18 | Put |
Master data
| WKN: | HC7P48 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Swisscom AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 500.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -101.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.17 |
| Parity: | -0.79 |
| Time value: | 0.06 |
| Break-even: | 494.30 |
| Moneyness: | 0.86 |
| Premium: | 0.15 |
| Premium p.a.: | 0.74 |
| Spread abs.: | 0.02 |
| Spread %: | 67.65% |
| Delta: | -0.13 |
| Theta: | -0.09 |
| Omega: | -12.93 |
| Rho: | -0.20 |
Quote data
| Open: | 0.0320 |
|---|---|
| High: | 0.0490 |
| Low: | 0.0320 |
| Previous Close: | 0.0450 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.52% | ||
|---|---|---|---|
| 1 Month | -44.32% | ||
| 3 Months | -79.58% | ||
| YTD | -87.75% | ||
| 1 Year | -80.40% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0490 | 0.0440 |
|---|---|---|
| 1M High / 1M Low: | 0.0890 | 0.0440 |
| 6M High / 6M Low: | 0.3000 | 0.0440 |
| High (YTD): | 2024-02-09 | 0.4100 |
| Low (YTD): | 2024-09-16 | 0.0440 |
| 52W High: | 2024-02-09 | 0.4100 |
| 52W Low: | 2024-09-16 | 0.0440 |
| Avg. price 1W: | 0.0458 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0596 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1723 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2530 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 119.23% | |
| Volatility 6M: | 150.10% | |
| Volatility 1Y: | 123.08% | |
| Volatility 3Y: | - |
