UniCredit Call 550 SCMN 18.12.2024
/ DE000HC7P458
UniCredit Call 550 SCMN 18.12.202.../ DE000HC7P458 /
| 2024-05-14 7:29:52 PM |
Chg.-0.010 |
Bid9:59:12 PM |
Ask9:59:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-9.09% |
-
Bid Size: - |
-
Ask Size: - |
SWISSCOM N |
550.00 CHF |
2024-12-18 |
Call |
Master data
| WKN: |
HC7P45 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SWISSCOM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 CHF |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2024-12-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.17 |
| Parity: |
-0.49 |
| Time value: |
0.12 |
| Break-even: |
573.21 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
20.00% |
| Delta: |
0.31 |
| Theta: |
-0.07 |
| Omega: |
13.38 |
| Rho: |
0.89 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.095 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-41.18% |
| 3 Months |
|
|
-16.67% |
| YTD |
|
|
-23.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.100 |
| 1M High / 1M Low: |
0.200 |
0.100 |
| 6M High / 6M Low: |
0.270 |
0.086 |
| High (YTD): |
2024-03-27 |
0.270 |
| Low (YTD): |
2024-03-14 |
0.086 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.149 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.83% |
| Volatility 6M: |
|
198.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
