UniCredit Call 260 SWGAF 18.12.2024
/ DE000HC86K12
UniCredit Call 260 SWGAF 18.12.20.../ DE000HC86K12 /
| 2024-06-06 7:34:31 PM |
Chg.+0.010 |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+8.33% |
0.110
Bid Size: 10,000 |
0.300
Ask Size: 10,000 |
Swatch Group AG |
260.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC86K1 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-07-24 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.26 |
| Parity: |
-6.59 |
| Time value: |
1.26 |
| Break-even: |
272.60 |
| Moneyness: |
0.75 |
| Premium: |
0.40 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
1.25 |
| Spread %: |
12,500.00% |
| Delta: |
0.31 |
| Theta: |
-0.07 |
| Omega: |
4.79 |
| Rho: |
0.25 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.120 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-31.58% |
| 3 Months |
|
|
-75.93% |
| YTD |
|
|
-91.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.120 |
| 1M High / 1M Low: |
0.270 |
0.120 |
| 6M High / 6M Low: |
1.810 |
0.120 |
| High (YTD): |
2024-01-02 |
1.340 |
| Low (YTD): |
2024-06-05 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.164 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.598 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.98% |
| Volatility 6M: |
|
183.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
