UniCredit Call 520 SWZCF 18.12.20.../  DE000HD1YK92  /

EUWAX
2024-05-31  8:04:23 PM Chg.+0.030 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.170EUR +21.43% -
Bid Size: -
-
Ask Size: -
Swisscom AG 520.00 - 2024-12-18 Call
 

Master data

WKN: HD1YK9
Issuer: UniCredit
Currency: EUR
Underlying: Swisscom AG
Type: Warrant
Option type: Call
Strike price: 520.00 -
Maturity: 2024-12-18
Issue date: 2024-01-18
Last trading day: 2024-12-17
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 27.59
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.17
Parity: -0.23
Time value: 0.18
Break-even: 538.00
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.16
Spread abs.: 0.08
Spread %: 80.00%
Delta: 0.44
Theta: -0.08
Omega: 12.11
Rho: 1.10
 

Quote data

Open: 0.160
High: 0.170
Low: 0.160
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.43%
1 Month
  -29.17%
3 Months
  -19.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.140
1M High / 1M Low: 0.240 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.181
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -