UC WAR. CALL 06/24 SND/ DE000HC2VUJ9 /
| 09/05/2024 11:46:36 | Chg.- | Bid13:20:19 | Ask09/05/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.7000EUR | - | 2.7600 Bid Size: 30,000 |
- Ask Size: 30,000 |
SCHNEIDER ELEC. INH.... | 200.00 - | 19/06/2024 | Call |
Master data
| WKN: | HC2VUJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SCHNEIDER ELEC. INH. EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 04/01/2023 |
| Last trading day: | 09/05/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.69 |
|---|---|
| Intrinsic value: | 2.66 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.21 |
| Parity: | 2.66 |
| Time value: | 0.06 |
| Break-even: | 227.10 |
| Moneyness: | 1.13 |
| Premium: | 0.00 |
| Premium p.a.: | 0.06 |
| Spread abs.: | -0.33 |
| Spread %: | -10.86% |
| Delta: | 0.96 |
| Theta: | -0.06 |
| Omega: | 8.05 |
| Rho: | 0.08 |
Quote data
| Open: | 2.6700 |
|---|---|
| High: | 2.7100 |
| Low: | 2.6700 |
| Previous Close: | 2.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +47.54% | ||
| 3 Months | +48.35% | ||
| YTD | +419.23% | ||
| 1 Year | +260.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.7700 | 2.1300 |
| 6M High / 6M Low: | 2.7700 | 0.2500 |
| High (YTD): | 08/05/2024 | 2.7700 |
| Low (YTD): | 17/01/2024 | 0.2800 |
| 52W High: | 08/05/2024 | 2.7700 |
| 52W Low: | 26/10/2023 | 0.0340 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.4800 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1210 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6907 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 173.38% | |
| Volatility 6M: | 194.57% | |
| Volatility 1Y: | 268.05% | |
| Volatility 3Y: | - |
