UniCredit Put 500 SWZCF 18.12.2024
/ DE000HC7P482
UniCredit Put 500 SWZCF 18.12.202.../ DE000HC7P482 /
| 04/06/2024 19:34:37 |
Chg.-0.010 |
Bid21:59:18 |
Ask21:59:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-4.35% |
0.210
Bid Size: 20,000 |
0.230
Ask Size: 20,000 |
Swisscom AG |
500.00 - |
18/12/2024 |
Put |
Master data
| WKN: |
HC7P48 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swisscom AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
26/06/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-0.09 |
| Time value: |
0.24 |
| Break-even: |
476.00 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
9.09% |
| Delta: |
-0.38 |
| Theta: |
-0.06 |
| Omega: |
-8.00 |
| Rho: |
-1.17 |
Quote data
| Open: |
0.220 |
| High: |
0.230 |
| Low: |
0.210 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
-21.43% |
| 3 Months |
|
|
-35.29% |
| YTD |
|
|
-45.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.220 |
| 1M High / 1M Low: |
0.280 |
0.220 |
| 6M High / 6M Low: |
0.410 |
0.150 |
| High (YTD): |
08/02/2024 |
0.410 |
| Low (YTD): |
27/03/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.246 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.296 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.73% |
| Volatility 6M: |
|
100.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
