UniCredit Call 500 SWZCF 18.12.2024
/ DE000HC8HC23
UniCredit Call 500 SWZCF 18.12.20.../ DE000HC8HC23 /
| 03/06/2024 19:38:55 |
Chg.0.000 |
Bid21:59:29 |
Ask21:59:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
0.00% |
0.260
Bid Size: 15,000 |
0.280
Ask Size: 15,000 |
Swisscom AG |
500.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HC8HC2 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swisscom AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
07/08/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.17 |
| Parity: |
0.07 |
| Time value: |
0.21 |
| Break-even: |
528.00 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
0.66 |
| Theta: |
-0.07 |
| Omega: |
12.00 |
| Rho: |
1.67 |
Quote data
| Open: |
0.250 |
| High: |
0.280 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
-3.70% |
| 3 Months |
|
|
-7.14% |
| YTD |
|
|
-16.13% |
| 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): |
27/03/2024 |
0.570 |
| Low (YTD): |
30/05/2024 |
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: |
|
- |
