UC WAR. CALL 06/24 SAP/ DE000HC2W5L3 /
| 2024-05-06 1:40:31 PM | Chg.- | Bid2:29:55 PM | Ask2024-05-06 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1300EUR | - | 2.1400 Bid Size: 100,000 |
- Ask Size: 100,000 |
SAP SE O.N. | 150.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC2W5L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-04 |
| Last trading day: | 2024-05-07 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.53 |
|---|---|
| Intrinsic value: | 2.47 |
| Implied volatility: | - |
| Historic volatility: | 0.21 |
| Parity: | 2.47 |
| Time value: | -0.38 |
| Break-even: | 170.90 |
| Moneyness: | 1.16 |
| Premium: | -0.02 |
| Premium p.a.: | -0.20 |
| Spread abs.: | -0.10 |
| Spread %: | -4.57% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.1000 |
|---|---|
| High: | 2.1300 |
| Low: | 2.0200 |
| Previous Close: | 2.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -0.47% | ||
| 3 Months | +14.52% | ||
| YTD | +343.75% | ||
| 1 Year | +446.15% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.6000 | 1.7000 |
| 6M High / 6M Low: | 3.3300 | 0.3700 |
| High (YTD): | 2024-03-26 | 3.3300 |
| Low (YTD): | 2024-01-04 | 0.3700 |
| 52W High: | 2024-03-26 | 3.3300 |
| 52W Low: | 2023-07-26 | 0.2000 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.1547 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6501 | |
| Avg. volume 6M: | .0169 | |
| Avg. price 1Y: | 0.9550 | |
| Avg. volume 1Y: | .0080 | |
| Volatility 1M: | 198.99% | |
| Volatility 6M: | 184.96% | |
| Volatility 1Y: | 176.40% | |
| Volatility 3Y: | - |
