UniCredit Call 530 SWZCF 19.06.2024
/ DE000HD2UEN6
UniCredit Call 530 SWZCF 19.06.20.../ DE000HD2UEN6 /
| 2024-05-16 9:53:59 AM |
Chg.0.000 |
Bid10:08:55 AM |
Ask10:08:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.015EUR |
0.00% |
0.015
Bid Size: 100,000 |
0.020
Ask Size: 100,000 |
SwissCom AG |
530.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD2UEN |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SwissCom AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
530.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-06-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
164.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.17 |
| Parity: |
-0.21 |
| Time value: |
0.03 |
| Break-even: |
533.10 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.02 |
| Spread %: |
210.00% |
| Delta: |
0.23 |
| Theta: |
-0.12 |
| Omega: |
37.63 |
| Rho: |
0.11 |
Quote data
| Open: |
0.015 |
| High: |
0.015 |
| Low: |
0.015 |
| Previous Close: |
0.015 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.57% |
| 1 Month |
|
|
-83.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.021 |
0.015 |
| 1M High / 1M Low: |
0.130 |
0.015 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
327.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
