UniCredit Put 500 SWZCF 18.12.2024
/ DE000HC7P482
UniCredit Put 500 SWZCF 18.12.202.../ DE000HC7P482 /
| 5/29/2024 10:48:59 AM |
Chg.+0.010 |
Bid5/29/2024 |
Ask5/29/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+3.85% |
0.270
Bid Size: 80,000 |
0.280
Ask Size: 80,000 |
Swisscom AG |
500.00 - |
12/18/2024 |
Put |
Master data
| WKN: |
HC7P48 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swisscom AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
6/26/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
0.07 |
| Time value: |
0.21 |
| Break-even: |
472.00 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
-0.45 |
| Theta: |
-0.05 |
| Omega: |
-7.98 |
| Rho: |
-1.40 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
-18.18% |
| YTD |
|
|
-32.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.240 |
| 1M High / 1M Low: |
0.290 |
0.220 |
| 6M High / 6M Low: |
0.410 |
0.150 |
| High (YTD): |
2/8/2024 |
0.410 |
| Low (YTD): |
3/27/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.299 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.11% |
| Volatility 6M: |
|
97.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
