UC WAR. CALL 09/24 SND/ DE000HC9XS57 /
| 04/06/2024 17:45:23 | Chg.-0.1500 | Bid18:31:01 | Ask18:31:01 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0000EUR | -4.76% | 2.9900 Bid Size: 10,000 |
3.0200 Ask Size: 10,000 |
SCHNEIDER ELEC. INH.... | 200.00 - | 18/09/2024 | 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: | 18/09/2024 |
| Issue date: | 17/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.00 |
|---|---|
| Intrinsic value: | 2.66 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.21 |
| Parity: | 2.66 |
| Time value: | 0.56 |
| Break-even: | 232.10 |
| Moneyness: | 1.13 |
| Premium: | 0.02 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.06 |
| Spread %: | 1.90% |
| Delta: | 0.83 |
| Theta: | -0.06 |
| Omega: | 5.86 |
| Rho: | 0.45 |
Quote data
| Open: | 3.1500 |
|---|---|
| High: | 3.1500 |
| Low: | 2.9000 |
| Previous Close: | 3.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.79% | ||
|---|---|---|---|
| 1 Month | +31.58% | ||
| 3 Months | +37.61% | ||
| YTD | +261.45% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.7400 | 3.1500 |
|---|---|---|
| 1M High / 1M Low: | 3.9500 | 2.5300 |
| 6M High / 6M Low: | 3.9500 | 0.4500 |
| High (YTD): | 27/05/2024 | 3.9500 |
| Low (YTD): | 17/01/2024 | 0.5300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.3940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.4324 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7582 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 107.36% | |
| Volatility 6M: | 135.43% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
