UC WAR. CALL 12/24 SWJ/ DE000HC7P474 /
| 2024-04-29 10:45:43 AM | Chg.+0.0070 | Bid10:50:42 AM | Ask2024-04-29 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0280EUR | +33.33% | 0.0270 Bid Size: 100,000 |
- Ask Size: 100,000 |
SWISSCOM N | 650.00 CHF | 2024-12-18 | Call |
Master data
| WKN: | HC7P47 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SWISSCOM N |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 650.00 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: | 87.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.17 |
| Parity: | -1.50 |
| Time value: | 0.06 |
| Break-even: | 670.59 |
| Moneyness: | 0.77 |
| Premium: | 0.30 |
| Premium p.a.: | 0.51 |
| Spread abs.: | 0.04 |
| Spread %: | 180.95% |
| Delta: | 0.13 |
| Theta: | -0.05 |
| Omega: | 11.38 |
| Rho: | 0.39 |
Quote data
| Open: | 0.0180 |
|---|---|
| High: | 0.0280 |
| Low: | 0.0180 |
| Previous Close: | 0.0210 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -26.32% | ||
|---|---|---|---|
| 1 Month | -34.88% | ||
| 3 Months | +47.37% | ||
| YTD | +7.69% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.0380 | 0.0180 |
|---|---|---|
| 1M High / 1M Low: | 0.0390 | 0.0160 |
| 6M High / 6M Low: | 0.1000 | 0.0120 |
| High (YTD): | 2024-03-28 | 0.0430 |
| Low (YTD): | 2024-03-14 | 0.0120 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0276 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0321 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0305 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 741.46% | |
| Volatility 6M: | 440.39% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
