UC WAR. PUT 06/24 SWJ/ DE000HC7G3W0 /
| 2024-04-29 5:47:02 PM | Chg.-0.0200 | Bid2024-04-29 | Ask2024-04-29 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1100EUR | -15.38% | 0.1100 Bid Size: 25,000 |
0.1200 Ask Size: 25,000 |
SWISSCOM N | 500.00 CHF | 2024-06-19 | Put |
Master data
| WKN: | HC7G3W |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SWISSCOM N |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 500.00 CHF |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-19 |
| Last trading day: | 2024-06-18 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -39.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.10 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.17 |
| Parity: | -0.03 |
| Time value: | 0.13 |
| Break-even: | 498.30 |
| Moneyness: | 0.99 |
| Premium: | 0.03 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.01 |
| Spread %: | 8.33% |
| Delta: | -0.43 |
| Theta: | -0.13 |
| Omega: | -16.82 |
| Rho: | -0.32 |
Quote data
| Open: | 0.1300 |
|---|---|
| High: | 0.1300 |
| Low: | 0.1100 |
| Previous Close: | 0.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +48.65% | ||
|---|---|---|---|
| 1 Month | +107.55% | ||
| 3 Months | -52.17% | ||
| YTD | -64.52% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.1300 | 0.0740 |
|---|---|---|
| 1M High / 1M Low: | 0.1300 | 0.0740 |
| 6M High / 6M Low: | 0.3300 | 0.0530 |
| High (YTD): | 2024-02-09 | 0.3300 |
| Low (YTD): | 2024-03-28 | 0.0530 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0933 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2221 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 186.94% | |
| Volatility 6M: | 173.64% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
