UC WAR. PUT 12/24 SWJ/ DE000HC7P482 /
2024-06-07 9:45:33 PM | Chg.0.0000 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2100EUR | 0.00% | 0.2100 Bid Size: 20,000 |
0.2300 Ask Size: 20,000 |
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: | -22.48 |
Leverage: | Yes |
Calculated values
Fair value: | 0.14 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.24 |
Historic volatility: | 0.17 |
Parity: | -0.17 |
Time value: | 0.23 |
Break-even: | 477.00 |
Moneyness: | 0.97 |
Premium: | 0.08 |
Premium p.a.: | 0.15 |
Spread abs.: | 0.02 |
Spread %: | 9.52% |
Delta: | -0.35 |
Theta: | -0.07 |
Omega: | -7.81 |
Rho: | -1.07 |
Quote data
Open: | 0.2000 |
---|---|
High: | 0.2100 |
Low: | 0.2000 |
Previous Close: | 0.2100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -8.70% | ||
---|---|---|---|
1 Month | -25.00% | ||
3 Months | -36.36% | ||
YTD | -47.50% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2300 | 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: | 0.2140 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2427 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2955 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 107.42% | |
Volatility 6M: | 96.84% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |