UC WAR. CALL 09/24 SND/ DE000HC9XS65 /
| 6/18/2024 9:45:21 PM | Chg.+0.2300 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8000EUR | +14.65% | - Bid Size: 6,000 |
- Ask Size: 6,000 |
SCHNEIDER ELEC. INH.... | 220.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9XS6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SCHNEIDER ELEC. INH. EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/17/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.24 |
|---|---|
| Intrinsic value: | 0.31 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.22 |
| Parity: | 0.31 |
| Time value: | 1.30 |
| Break-even: | 236.10 |
| Moneyness: | 1.01 |
| Premium: | 0.06 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.06 |
| Spread %: | 3.87% |
| Delta: | 0.59 |
| Theta: | -0.08 |
| Omega: | 8.17 |
| Rho: | 0.29 |
Quote data
| Open: | 1.7800 |
|---|---|
| High: | 1.8000 |
| Low: | 1.6500 |
| Previous Close: | 1.5700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.09% | ||
|---|---|---|---|
| 1 Month | +3.45% | ||
| 3 Months | +50.00% | ||
| YTD | +386.49% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3500 | 1.4200 |
|---|---|---|
| 1M High / 1M Low: | 2.3500 | 1.4200 |
| 6M High / 6M Low: | 2.3500 | 0.2200 |
| High (YTD): | 6/12/2024 | 2.3500 |
| Low (YTD): | 1/17/2024 | 0.2200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8719 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0030 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 227.14% | |
| Volatility 6M: | 185.82% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
