UC WAR. CALL 06/24 SAP/ DE000HC2W5L3 /
| 06/05/2024 13:40:31 | Chg.- | Bid14:29:55 | Ask06/05/2024 | 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 - | 19/06/2024 | Call |
Master data
| WKN: | HC2W5L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 04/01/2023 |
| Last trading day: | 07/05/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.62 |
|---|---|
| Intrinsic value: | 1.60 |
| Implied volatility: | 0.83 |
| Historic volatility: | 0.21 |
| Parity: | 1.60 |
| Time value: | 0.49 |
| Break-even: | 170.90 |
| Moneyness: | 1.11 |
| Premium: | 0.03 |
| Premium p.a.: | 0.95 |
| Spread abs.: | -0.10 |
| Spread %: | -4.57% |
| Delta: | 0.75 |
| Theta: | -0.30 |
| Omega: | 5.96 |
| Rho: | 0.05 |
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 | +0.95% | ||
| 3 Months | -17.12% | ||
| YTD | +343.75% | ||
| 1 Year | +395.35% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.1300 | 2.1100 |
| 6M High / 6M Low: | 3.3300 | 0.3700 |
| High (YTD): | 26/03/2024 | 3.3300 |
| Low (YTD): | 04/01/2024 | 0.3700 |
| 52W High: | 26/03/2024 | 3.3300 |
| 52W Low: | 26/07/2023 | 0.2000 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.1200 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7770 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9897 | |
| Avg. volume 1Y: | .0085 | |
| Volatility 1M: | - | |
| Volatility 6M: | 191.72% | |
| Volatility 1Y: | 179.58% | |
| Volatility 3Y: | - |
