UC WAR. CALL 12/24 UHR/ DE000HD8M5C6 /
| 2024-10-11 9:45:01 PM | Chg.-0.1100 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3900EUR | -4.40% | 2.3100 Bid Size: 2,000 |
2.7400 Ask Size: 2,000 |
SWATCH GROUP I | 165.00 CHF | 2024-12-18 | Call |
Master data
| WKN: | HD8M5C |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SWATCH GROUP I |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 165.00 CHF |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-09-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.10 |
|---|---|
| Intrinsic value: | 1.65 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.31 |
| Parity: | 1.65 |
| Time value: | 1.09 |
| Break-even: | 203.41 |
| Moneyness: | 1.09 |
| Premium: | 0.06 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.43 |
| Spread %: | 18.61% |
| Delta: | 0.70 |
| Theta: | -0.13 |
| Omega: | 4.91 |
| Rho: | 0.20 |
Quote data
| Open: | 2.3800 |
|---|---|
| High: | 2.4100 |
| Low: | 2.2900 |
| Previous Close: | 2.5000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.13% | ||
|---|---|---|---|
| 1 Month | +312.07% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0300 | 2.3200 |
|---|---|---|
| 1M High / 1M Low: | 3.0300 | 0.3800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.5740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5232 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 771.82% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
