UniCredit Call 500 SWZCF 18.12.2024
/ DE000HC8HC23
UniCredit Call 500 SWZCF 18.12.20.../ DE000HC8HC23 /
| 2024-06-18 9:02:01 PM |
Chg.+0.010 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+4.00% |
-
Bid Size: - |
-
Ask Size: - |
Swisscom AG |
500.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC8HC2 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swisscom AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-12-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.17 |
| Parity: |
0.16 |
| Time value: |
0.11 |
| Break-even: |
527.00 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
0.85 |
| Theta: |
-0.06 |
| Omega: |
16.17 |
| Rho: |
2.05 |
Quote data
| Open: |
0.250 |
| High: |
0.260 |
| Low: |
0.250 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.04% |
| 1 Month |
|
|
-13.33% |
| 3 Months |
|
|
-35.00% |
| YTD |
|
|
-18.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.230 |
| 1M High / 1M Low: |
0.310 |
0.220 |
| 6M High / 6M Low: |
0.570 |
0.220 |
| High (YTD): |
2024-03-27 |
0.570 |
| Low (YTD): |
2024-05-30 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.331 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.41% |
| Volatility 6M: |
|
142.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
