UniCredit Call 540 SWZCF 19.06.20.../  DE000HD2N792  /

EUWAX
2024-05-15  8:41:46 PM Chg.-0.001 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.007EUR -12.50% -
Bid Size: -
-
Ask Size: -
SwissCom AG 540.00 - 2024-06-19 Call
 

Master data

WKN: HD2N79
Issuer: UniCredit
Currency: EUR
Underlying: SwissCom AG
Type: Warrant
Option type: Call
Strike price: 540.00 -
Maturity: 2024-06-19
Issue date: 2024-02-14
Last trading day: 2024-06-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 204.20
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.17
Parity: -0.30
Time value: 0.03
Break-even: 542.50
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.89
Spread abs.: 0.02
Spread %: 525.00%
Delta: 0.17
Theta: -0.11
Omega: 35.28
Rho: 0.08
 

Quote data

Open: 0.011
High: 0.012
Low: 0.007
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.15%
1 Month
  -87.27%
3 Months
  -85.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.007
1M High / 1M Low: 0.084 0.007
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   304.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -