UniCredit Call 500 SWZCF 18.12.2024
/ DE000HC8HC23
UniCredit Call 500 SWZCF 18.12.20.../ DE000HC8HC23 /
6/4/2024 7:32:40 PM |
Chg.+0.020 |
Bid9:59:18 PM |
Ask9:59:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
+7.69% |
0.280 Bid Size: 15,000 |
0.300 Ask Size: 15,000 |
Swisscom AG |
500.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HC8HC2 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Swisscom AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 - |
Maturity: |
12/18/2024 |
Issue date: |
8/7/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.12 |
Historic volatility: |
0.17 |
Parity: |
0.09 |
Time value: |
0.19 |
Break-even: |
528.00 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
7.69% |
Delta: |
0.69 |
Theta: |
-0.07 |
Omega: |
12.51 |
Rho: |
1.74 |
Quote data
Open: |
0.260 |
High: |
0.280 |
Low: |
0.250 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+27.27% |
1 Month |
|
|
+3.70% |
3 Months |
|
|
0.00% |
YTD |
|
|
-9.68% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.220 |
1M High / 1M Low: |
0.310 |
0.220 |
6M High / 6M Low: |
0.570 |
0.220 |
High (YTD): |
3/27/2024 |
0.570 |
Low (YTD): |
5/30/2024 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.236 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.267 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.339 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.65% |
Volatility 6M: |
|
135.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |