UniCredit Call 580 SWZCF 18.12.20.../  DE000HD1T7Y6  /

EUWAX
6/6/2024  6:46:34 PM Chg.+0.001 Bid6/6/2024 Ask6/6/2024 Underlying Strike price Expiration date Option type
0.042EUR +2.44% 0.042
Bid Size: 45,000
0.052
Ask Size: 45,000
SwissCom AG 580.00 - 12/18/2024 Call
 

Master data

WKN: HD1T7Y
Issuer: UniCredit
Currency: EUR
Underlying: SwissCom AG
Type: Warrant
Option type: Call
Strike price: 580.00 -
Maturity: 12/18/2024
Issue date: 1/11/2024
Last trading day: 12/17/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 57.61
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.17
Parity: -0.62
Time value: 0.09
Break-even: 589.00
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.27
Spread abs.: 0.08
Spread %: 1,400.00%
Delta: 0.25
Theta: -0.06
Omega: 14.31
Rho: 0.64
 

Quote data

Open: 0.044
High: 0.044
Low: 0.042
Previous Close: 0.041
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.83%
1 Month
  -19.23%
3 Months
  -27.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.029
1M High / 1M Low: 0.060 0.029
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -