UC WAR. CALL 09/24 SND/ DE000HC9XS57 /
2024-06-18 9:45:58 PM | Chg.+0.3400 | Bid9:59:47 PM | Ask9:59:47 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.3400EUR | +11.33% | - Bid Size: 4,000 |
- Ask Size: 4,000 |
SCHNEIDER ELEC. INH.... | 200.00 - | 2024-09-18 | Call |
Master data
WKN: | HC9XS5 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SCHNEIDER ELEC. INH. EO 4 |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-10-17 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.34 |
Leverage: | Yes |
Calculated values
Fair value: | 2.66 |
---|---|
Intrinsic value: | 2.31 |
Implied volatility: | 0.35 |
Historic volatility: | 0.22 |
Parity: | 2.31 |
Time value: | 0.73 |
Break-even: | 230.40 |
Moneyness: | 1.12 |
Premium: | 0.03 |
Premium p.a.: | 0.14 |
Spread abs.: | 0.06 |
Spread %: | 2.01% |
Delta: | 0.78 |
Theta: | -0.08 |
Omega: | 5.70 |
Rho: | 0.36 |
Quote data
Open: | 3.3000 |
---|---|
High: | 3.3400 |
Low: | 3.1200 |
Previous Close: | 3.0000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -16.92% | ||
---|---|---|---|
1 Month | +3.41% | ||
3 Months | +42.13% | ||
YTD | +302.41% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.0200 | 2.7900 |
---|---|---|
1M High / 1M Low: | 4.0200 | 2.7900 |
6M High / 6M Low: | 4.0200 | 0.5300 |
High (YTD): | 2024-06-12 | 4.0200 |
Low (YTD): | 2024-01-17 | 0.5300 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.3360 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.4127 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.9910 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 159.59% | |
Volatility 6M: | 143.72% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |