UC WAR. CALL 06/24 SAP/ DE000HC2W5E8 /
| 10/05/2024 13:42:08 | Chg.- | Bid14:25:50 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.810EUR | - | 6.860 Bid Size: 90,000 |
- Ask Size: - |
SAP SE O.N. | 108.00 - | 19/06/2024 | Call |
Master data
| WKN: | HC2W5E |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 108.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 04/01/2023 |
| Last trading day: | 13/05/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.95 |
|---|---|
| Intrinsic value: | 6.92 |
| Implied volatility: | - |
| Historic volatility: | 0.21 |
| Parity: | 6.92 |
| Time value: | -0.07 |
| Break-even: | 176.50 |
| Moneyness: | 1.64 |
| Premium: | 0.00 |
| Premium p.a.: | -0.07 |
| Spread abs.: | 0.04 |
| Spread %: | 0.59% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 6.980 |
|---|---|
| High: | 6.980 |
| Low: | 6.810 |
| Previous Close: | 6.970 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +7.24% | ||
| 3 Months | +3.18% | ||
| YTD | +100.89% | ||
| 1 Year | +204.02% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 6.970 | 6.110 |
| 6M High / 6M Low: | 7.450 | 3.060 |
| High (YTD): | 26/03/2024 | 7.450 |
| Low (YTD): | 04/01/2024 | 3.060 |
| 52W High: | 26/03/2024 | 7.450 |
| 52W Low: | 26/07/2023 | 1.880 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 6.511 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.511 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.841 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 39.25% | |
| Volatility 6M: | 66.96% | |
| Volatility 1Y: | 75.29% | |
| Volatility 3Y: | - |
