UC WAR. PUT 12/24 SWJ/ DE000HC7P482 /
| 2024-06-12 9:45:19 PM | Chg.+0.0200 | Bid9:59:02 PM | Ask9:59:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2600EUR | +8.33% | 0.2500 Bid Size: 15,000 |
0.2700 Ask Size: 15,000 |
Swisscom AG | 500.00 - | 2024-12-18 | Put |
Master data
| WKN: | HC7P48 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Swisscom AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 500.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -20.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.17 |
| Parity: | -0.14 |
| Time value: | 0.25 |
| Break-even: | 475.00 |
| Moneyness: | 0.97 |
| Premium: | 0.07 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.02 |
| Spread %: | 8.70% |
| Delta: | -0.36 |
| Theta: | -0.07 |
| Omega: | -7.49 |
| Rho: | -1.10 |
Quote data
| Open: | 0.2400 |
|---|---|
| High: | 0.2600 |
| Low: | 0.2400 |
| Previous Close: | 0.2400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +30.00% | ||
|---|---|---|---|
| 1 Month | +4.00% | ||
| 3 Months | -21.21% | ||
| YTD | -35.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2400 | 0.2000 |
|---|---|---|
| 1M High / 1M Low: | 0.2800 | 0.2000 |
| 6M High / 6M Low: | 0.4100 | 0.1500 |
| High (YTD): | 2024-02-09 | 0.4100 |
| Low (YTD): | 2024-03-27 | 0.1500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2395 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2938 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 99.29% | |
| Volatility 6M: | 97.51% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
