UC WAR. CALL 12/24 UHR/ DE000HC7P4Q9 /
| 7/10/2024 5:46:18 PM | Chg.0.0000 | Bid7:12:40 PM | Ask7:12:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1500EUR | 0.00% | 0.1100 Bid Size: 12,000 |
0.2200 Ask Size: 12,000 |
Swatch Group AG | 250.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7P4Q |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Swatch Group AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/26/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 75.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.10 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.26 |
| Parity: | -6.16 |
| Time value: | 0.25 |
| Break-even: | 252.50 |
| Moneyness: | 0.75 |
| Premium: | 0.34 |
| Premium p.a.: | 0.94 |
| Spread abs.: | 0.21 |
| Spread %: | 525.00% |
| Delta: | 0.13 |
| Theta: | -0.03 |
| Omega: | 9.99 |
| Rho: | 0.10 |
Quote data
| Open: | 0.1500 |
|---|---|
| High: | 0.1500 |
| Low: | 0.1500 |
| Previous Close: | 0.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.76% | ||
|---|---|---|---|
| 1 Month | -40.00% | ||
| 3 Months | -76.19% | ||
| YTD | -91.67% | ||
| 1 Year | -96.59% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1700 | 0.1500 |
|---|---|---|
| 1M High / 1M Low: | 0.2800 | 0.1500 |
| 6M High / 6M Low: | 1.2800 | 0.1500 |
| High (YTD): | 1/2/2024 | 1.7700 |
| Low (YTD): | 7/9/2024 | 0.1500 |
| 52W High: | 7/13/2023 | 6.4800 |
| 52W Low: | 7/9/2024 | 0.1500 |
| Avg. price 1W: | 0.1620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2145 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5387 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.7591 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 114.15% | |
| Volatility 6M: | 145.10% | |
| Volatility 1Y: | 127.47% | |
| Volatility 3Y: | - |
