UC WAR. CALL 06/25 SAP/ DE000HC332E9 /
| 2024-05-29 1:41:22 PM | Chg.-0.0800 | Bid2:05:49 PM | Ask2:05:49 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.4600EUR | -1.76% | 4.4400 Bid Size: 90,000 |
4.4500 Ask Size: 90,000 |
SAP SE O.N. | 140.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC332E |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-01-12 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.42 |
|---|---|
| Intrinsic value: | 3.72 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.21 |
| Parity: | 3.72 |
| Time value: | 0.84 |
| Break-even: | 185.60 |
| Moneyness: | 1.27 |
| Premium: | 0.05 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.02 |
| Spread %: | 0.44% |
| Delta: | 0.88 |
| Theta: | -0.02 |
| Omega: | 3.44 |
| Rho: | 1.17 |
Quote data
| Open: | 4.5300 |
|---|---|
| High: | 4.5900 |
| Low: | 4.4600 |
| Previous Close: | 4.5400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.71% | ||
|---|---|---|---|
| 1 Month | +13.78% | ||
| 3 Months | +7.73% | ||
| YTD | +170.30% | ||
| 1 Year | +284.48% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.9000 | 4.5400 |
|---|---|---|
| 1M High / 1M Low: | 4.9000 | 3.7100 |
| 6M High / 6M Low: | 4.9000 | 1.5000 |
| High (YTD): | 2024-05-23 | 4.9000 |
| Low (YTD): | 2024-01-04 | 1.5000 |
| 52W High: | 2024-05-23 | 4.9000 |
| 52W Low: | 2023-07-26 | 0.8900 |
| Avg. price 1W: | 4.7600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.3552 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.4123 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.2815 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 49.90% | |
| Volatility 6M: | 87.18% | |
| Volatility 1Y: | 90.94% | |
| Volatility 3Y: | - |
