UC WAR. CALL 06/24 SAP/ DE000HC30YX5 /
| 2024-05-10 1:42:23 PM | Chg.- | Bid2:25:50 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.1000EUR | - | 4.1600 Bid Size: 90,000 |
- Ask Size: - |
SAP SE O.N. | 135.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC30YX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 135.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-11 |
| Last trading day: | 2024-05-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.38 |
|---|---|
| Intrinsic value: | 3.36 |
| Implied volatility: | 1.69 |
| Historic volatility: | 0.21 |
| Parity: | 3.36 |
| Time value: | 0.76 |
| Break-even: | 176.20 |
| Moneyness: | 1.25 |
| Premium: | 0.05 |
| Premium p.a.: | 2.16 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.80 |
| Theta: | -0.57 |
| Omega: | 3.27 |
| Rho: | 0.04 |
Quote data
| Open: | 4.2800 |
|---|---|
| High: | 4.2800 |
| Low: | 4.1000 |
| Previous Close: | 4.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +14.21% | ||
| 3 Months | +5.13% | ||
| YTD | +250.43% | ||
| 1 Year | +412.50% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 4.2700 | 3.6700 |
| 6M High / 6M Low: | 4.7800 | 0.9600 |
| High (YTD): | 2024-03-26 | 4.7800 |
| Low (YTD): | 2024-01-04 | 0.9600 |
| 52W High: | 2024-03-26 | 4.7800 |
| 52W Low: | 2023-07-26 | 0.4900 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 4.0300 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.0330 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.8089 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 80.31% | |
| Volatility 6M: | 126.42% | |
| Volatility 1Y: | 135.04% | |
| Volatility 3Y: | - |
