UC WAR. CALL 06/25 SND/ DE000HC86H66 /
| 6/4/2024 5:47:02 PM | Chg.-0.170 | Bid7:06:11 PM | Ask7:06:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.200EUR | -2.03% | 8.180 Bid Size: 8,000 |
8.210 Ask Size: 8,000 |
SCHNEIDER ELEC. INH.... | 150.00 - | 6/18/2025 | 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: | 6/18/2025 |
| Issue date: | 7/24/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.25 |
|---|---|
| Intrinsic value: | 7.66 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.21 |
| Parity: | 7.66 |
| Time value: | 0.77 |
| Break-even: | 234.20 |
| Moneyness: | 1.51 |
| Premium: | 0.03 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.06 |
| Spread %: | 0.72% |
| Delta: | 0.94 |
| Theta: | -0.02 |
| Omega: | 2.54 |
| Rho: | 1.34 |
Quote data
| Open: | 8.370 |
|---|---|
| High: | 8.370 |
| Low: | 8.060 |
| Previous Close: | 8.370 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.69% | ||
|---|---|---|---|
| 1 Month | +14.05% | ||
| 3 Months | +19.01% | ||
| YTD | +91.14% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.980 | 8.370 |
|---|---|---|
| 1M High / 1M Low: | 9.200 | 7.520 |
| 6M High / 6M Low: | 9.200 | 3.280 |
| High (YTD): | 5/24/2024 | 9.200 |
| Low (YTD): | 1/5/2024 | 3.560 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 8.624 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.610 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.007 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 47.10% | |
| Volatility 6M: | 57.52% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
