UC WAR. CALL 12/24 SWJ/ DE000HC7P458 /
| 2024-05-31 9:46:15 PM | Chg.+0.0090 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0760EUR | +13.43% | 0.0740 Bid Size: 14,000 |
0.0940 Ask Size: 14,000 |
Swisscom AG | 550.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7P45 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Swisscom AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 550.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 45.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.10 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.17 |
| Parity: | -0.53 |
| Time value: | 0.11 |
| Break-even: | 561.00 |
| Moneyness: | 0.90 |
| Premium: | 0.13 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.08 |
| Spread %: | 266.67% |
| Delta: | 0.29 |
| Theta: | -0.07 |
| Omega: | 13.04 |
| Rho: | 0.73 |
Quote data
| Open: | 0.0680 |
|---|---|
| High: | 0.0760 |
| Low: | 0.0680 |
| Previous Close: | 0.0670 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.56% | ||
|---|---|---|---|
| 1 Month | -45.71% | ||
| 3 Months | -36.67% | ||
| YTD | -45.71% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0760 | 0.0660 |
|---|---|---|
| 1M High / 1M Low: | 0.1100 | 0.0660 |
| 6M High / 6M Low: | 0.2700 | 0.0660 |
| High (YTD): | 2024-03-27 | 0.2700 |
| Low (YTD): | 2024-05-28 | 0.0660 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0694 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0921 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1442 | |
| Avg. volume 6M: | 1.6000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 109.20% | |
| Volatility 6M: | 181.14% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
