UC WAR. CALL 06/25 SND/ DE000HC86H66 /
2024-09-24 9:46:35 PM | Chg.+0.100 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
9.450EUR | +1.07% | 9.420 Bid Size: 4,000 |
9.480 Ask Size: 4,000 |
SCHNEIDER ELEC. INH.... | 150.00 - | 2025-06-18 | Call |
Master data
WKN: | HC86H6 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SCHNEIDER ELEC. INH. EO 4 |
Type: | Warrant |
Option type: | Call |
Strike price: | 150.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-07-24 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.53 |
Leverage: | Yes |
Calculated values
Fair value: | 9.21 |
---|---|
Intrinsic value: | 8.84 |
Implied volatility: | 0.40 |
Historic volatility: | 0.24 |
Parity: | 8.84 |
Time value: | 0.58 |
Break-even: | 244.10 |
Moneyness: | 1.59 |
Premium: | 0.02 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.06 |
Spread %: | 0.64% |
Delta: | 0.95 |
Theta: | -0.03 |
Omega: | 2.40 |
Rho: | 0.96 |
Quote data
Open: | 9.400 |
---|---|
High: | 9.550 |
Low: | 9.400 |
Previous Close: | 9.350 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +11.31% | ||
---|---|---|---|
1 Month | +15.24% | ||
3 Months | +11.97% | ||
YTD | +120.28% | ||
1 Year | +285.71% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 9.350 | 8.480 |
---|---|---|
1M High / 1M Low: | 9.350 | 7.070 |
6M High / 6M Low: | 9.350 | 5.970 |
High (YTD): | 2024-09-23 | 9.350 |
Low (YTD): | 2024-01-05 | 3.560 |
52W High: | 2024-09-23 | 9.350 |
52W Low: | 2023-10-24 | 1.510 |
Avg. price 1W: | 8.904 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 8.249 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 7.894 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 5.972 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 66.39% | |
Volatility 6M: | 65.41% | |
Volatility 1Y: | 77.53% | |
Volatility 3Y: | - |