UniCredit Call 250 SWGAF 18.12.20.../  DE000HC7P4Q9  /

Frankfurt Zert./HVB
2024-07-30  5:32:33 PM Chg.+0.007 Bid6:00:28 PM Ask- Underlying Strike price Expiration date Option type
0.047EUR +17.50% 0.046
Bid Size: 12,000
-
Ask Size: -
Swatch Group AG 250.00 - 2024-12-18 Call
 

Master data

WKN: HC7P4Q
Issuer: UniCredit
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-12-18
Issue date: 2023-06-26
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 462.63
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.27
Parity: -6.50
Time value: 0.04
Break-even: 250.40
Moneyness: 0.74
Premium: 0.35
Premium p.a.: 1.19
Spread abs.: 0.04
Spread %: 3,900.00%
Delta: 0.04
Theta: -0.01
Omega: 17.17
Rho: 0.02
 

Quote data

Open: 0.071
High: 0.081
Low: 0.047
Previous Close: 0.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+42.42%
1 Month
  -57.27%
3 Months
  -83.79%
YTD
  -97.34%
1 Year
  -99.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.020
1M High / 1M Low: 0.120 0.001
6M High / 6M Low: 1.080 0.001
High (YTD): 2024-01-02 1.660
Low (YTD): 2024-07-19 0.001
52W High: 2023-07-31 5.520
52W Low: 2024-07-19 0.001
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.392
Avg. volume 6M:   0.000
Avg. price 1Y:   1.410
Avg. volume 1Y:   0.000
Volatility 1M:   17,339.34%
Volatility 6M:   6,831.07%
Volatility 1Y:   4,812.73%
Volatility 3Y:   -