UniCredit Call 500 SWZCF 19.06.2024
/ DE000HC8UUN0
UniCredit Call 500 SWZCF 19.06.20.../ DE000HC8UUN0 /
6/3/2024 4:46:04 PM |
Chg.+0.008 |
Bid5:51:31 PM |
Ask5:51:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.067EUR |
+13.56% |
0.061 Bid Size: 35,000 |
0.071 Ask Size: 35,000 |
Swisscom AG |
500.00 - |
6/19/2024 |
Call |
Master data
WKN: |
HC8UUN |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Swisscom AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 - |
Maturity: |
6/19/2024 |
Issue date: |
8/21/2023 |
Last trading day: |
6/18/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
62.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.06 |
Historic volatility: |
0.17 |
Parity: |
0.07 |
Time value: |
0.01 |
Break-even: |
508.10 |
Moneyness: |
1.01 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
32.79% |
Delta: |
0.90 |
Theta: |
-0.08 |
Omega: |
56.55 |
Rho: |
0.20 |
Quote data
Open: |
0.046 |
High: |
0.075 |
Low: |
0.046 |
Previous Close: |
0.059 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+86.11% |
1 Month |
|
|
-33.00% |
3 Months |
|
|
-58.13% |
YTD |
|
|
-70.87% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.059 |
0.027 |
1M High / 1M Low: |
0.130 |
0.027 |
6M High / 6M Low: |
0.560 |
0.027 |
High (YTD): |
3/27/2024 |
0.560 |
Low (YTD): |
5/30/2024 |
0.027 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.037 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.082 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.223 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
482.28% |
Volatility 6M: |
|
321.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |