UniCredit Put 500 SWZCF 18.12.2024
/ DE000HC7P482
UniCredit Put 500 SWZCF 18.12.202.../ DE000HC7P482 /
| 2024-05-22 10:42:21 AM |
Chg.-0.010 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-4.17% |
0.230
Bid Size: 90,000 |
0.240
Ask Size: 90,000 |
Swisscom AG |
500.00 - |
2024-12-18 |
Put |
Master data
| WKN: |
HC7P48 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swisscom AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2024-12-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-0.03 |
| Time value: |
0.25 |
| Break-even: |
475.00 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
8.70% |
| Delta: |
-0.40 |
| Theta: |
-0.05 |
| Omega: |
-8.07 |
| Rho: |
-1.30 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
+15.00% |
| 3 Months |
|
|
-20.69% |
| YTD |
|
|
-42.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.220 |
| 1M High / 1M Low: |
0.290 |
0.200 |
| 6M High / 6M Low: |
0.410 |
0.150 |
| High (YTD): |
2024-02-08 |
0.410 |
| Low (YTD): |
2024-03-27 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.243 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.302 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.85% |
| Volatility 6M: |
|
97.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
