UniCredit Call 540 SWZCF 18.12.2024
/ DE000HD5MV73
UniCredit Call 540 SWZCF 18.12.20.../ DE000HD5MV73 /
2024-09-20 5:48:51 PM |
Chg.+0.010 |
Bid2024-09-20 |
Ask2024-09-20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
+4.76% |
0.220 Bid Size: 25,000 |
0.230 Ask Size: 25,000 |
Swisscom AG |
540.00 - |
2024-12-18 |
Call |
Master data
WKN: |
HD5MV7 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Swisscom AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
540.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2024-05-16 |
Last trading day: |
2024-12-17 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.31 |
Implied volatility: |
- |
Historic volatility: |
0.17 |
Parity: |
0.31 |
Time value: |
-0.08 |
Break-even: |
563.00 |
Moneyness: |
1.06 |
Premium: |
-0.01 |
Premium p.a.: |
-0.06 |
Spread abs.: |
0.02 |
Spread %: |
9.52% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.210 |
High: |
0.240 |
Low: |
0.210 |
Previous Close: |
0.210 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.43% |
1 Month |
|
|
+37.50% |
3 Months |
|
|
+100.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.210 |
1M High / 1M Low: |
0.290 |
0.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.254 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.222 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.82% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |