UniCredit Put 500 SWZCF 18.12.2024
/ DE000HC7P482
UniCredit Put 500 SWZCF 18.12.202.../ DE000HC7P482 /
2024-06-07 7:32:29 PM |
Chg.+0.010 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
+5.00% |
0.200 Bid Size: 20,000 |
0.220 Ask Size: 20,000 |
Swisscom AG |
500.00 - |
2024-12-18 |
Put |
Master data
WKN: |
HC7P48 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Swisscom AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
500.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2023-06-26 |
Last trading day: |
2024-12-17 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-22.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.17 |
Parity: |
-0.17 |
Time value: |
0.23 |
Break-even: |
477.00 |
Moneyness: |
0.97 |
Premium: |
0.08 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
9.52% |
Delta: |
-0.35 |
Theta: |
-0.07 |
Omega: |
-7.81 |
Rho: |
-1.07 |
Quote data
Open: |
0.200 |
High: |
0.210 |
Low: |
0.200 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.55% |
1 Month |
|
|
-22.22% |
3 Months |
|
|
-36.36% |
YTD |
|
|
-47.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.190 |
1M High / 1M Low: |
0.280 |
0.190 |
6M High / 6M Low: |
0.410 |
0.150 |
High (YTD): |
2024-02-08 |
0.410 |
Low (YTD): |
2024-03-27 |
0.150 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.210 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.237 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.290 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.02% |
Volatility 6M: |
|
102.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |