UniCredit Call 500 SWZCF 18.12.2024
/ DE000HC8HC23
UniCredit Call 500 SWZCF 18.12.20.../ DE000HC8HC23 /
| 5/29/2024 9:45:29 AM |
Chg.0.000 |
Bid10:04:42 AM |
Ask10:04:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
0.00% |
0.230
Bid Size: 80,000 |
0.240
Ask Size: 80,000 |
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: |
20.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.17 |
| Parity: |
-0.07 |
| Time value: |
0.24 |
| Break-even: |
524.00 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
9.09% |
| Delta: |
0.54 |
| Theta: |
-0.08 |
| Omega: |
11.17 |
| Rho: |
1.36 |
Quote data
| Open: |
0.210 |
| High: |
0.220 |
| Low: |
0.210 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
-40.54% |
| 3 Months |
|
|
-24.14% |
| YTD |
|
|
-29.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.220 |
| 1M High / 1M Low: |
0.370 |
0.220 |
| 6M High / 6M Low: |
0.570 |
0.220 |
| High (YTD): |
3/27/2024 |
0.570 |
| Low (YTD): |
5/28/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.280 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.343 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.52% |
| Volatility 6M: |
|
134.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
