UC WAR. CALL 06/25 SWJ/ DE000HD6VUL5 /
| 2024-10-31 9:45:34 PM | Chg.-0.1020 | Bid9:59:12 PM | Ask9:59:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0880EUR | -53.68% | 0.0730 Bid Size: 20,000 |
0.0950 Ask Size: 20,000 |
Swisscom AG | 580.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD6VUL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Swisscom AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 580.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-07-03 |
| Last trading day: | 2025-06-17 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 30.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.40 |
|---|---|
| Intrinsic value: | 0.07 |
| Implied volatility: | 0.03 |
| Historic volatility: | 0.17 |
| Parity: | 0.07 |
| Time value: | 0.12 |
| Break-even: | 599.00 |
| Moneyness: | 1.01 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.02 |
| Spread %: | 11.76% |
| Delta: | 0.91 |
| Theta: | -0.05 |
| Omega: | 28.05 |
| Rho: | 3.24 |
Quote data
| Open: | 0.1600 |
|---|---|
| High: | 0.1600 |
| Low: | 0.0880 |
| Previous Close: | 0.1900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -58.10% | ||
|---|---|---|---|
| 1 Month | -51.11% | ||
| 3 Months | -48.24% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2100 | 0.1900 |
|---|---|---|
| 1M High / 1M Low: | 0.2300 | 0.1500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1900 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 126.03% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
