UC WAR. CALL 12/24 SWJ/ DE000HC7P466 /
| 2024-04-29 10:16:12 AM | Chg.0.0000 | Bid10:21:02 AM | Ask10:21:02 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0580EUR | 0.00% | 0.0550 Bid Size: 100,000 |
0.0600 Ask Size: 100,000 |
SWISSCOM N | 600.00 CHF | 2024-12-18 | Call |
Master data
| WKN: | HC7P46 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SWISSCOM N |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 600.00 CHF |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 77.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.17 |
| Parity: | -0.99 |
| Time value: | 0.07 |
| Break-even: | 620.16 |
| Moneyness: | 0.84 |
| Premium: | 0.21 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.01 |
| Spread %: | 22.22% |
| Delta: | 0.17 |
| Theta: | -0.05 |
| Omega: | 13.43 |
| Rho: | 0.52 |
Quote data
| Open: | 0.0580 |
|---|---|
| High: | 0.0580 |
| Low: | 0.0580 |
| Previous Close: | 0.0580 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.50% | ||
|---|---|---|---|
| 1 Month | -40.21% | ||
| 3 Months | -7.94% | ||
| YTD | 0.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.0800 | 0.0580 |
|---|---|---|
| 1M High / 1M Low: | 0.0810 | 0.0580 |
| 6M High / 6M Low: | 0.2000 | 0.0450 |
| High (YTD): | 2024-03-27 | 0.1000 |
| Low (YTD): | 2024-02-07 | 0.0450 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0668 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0735 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0702 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 119.32% | |
| Volatility 6M: | 164.05% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
