UC WAR. CALL 12/24 SND/ DE000HC30ZE2 /
04/06/2024 17:45:25 | Chg.-0.1400 | Bid19:33:03 | Ask19:33:03 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.4700EUR | -3.88% | 3.4700 Bid Size: 10,000 |
3.5000 Ask Size: 10,000 |
SCHNEIDER ELEC. INH.... | 200.00 - | 18/12/2024 | Call |
Master data
WKN: | HC30ZE |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SCHNEIDER ELEC. INH. EO 4 |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 - |
Maturity: | 18/12/2024 |
Issue date: | 11/01/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.19 |
Leverage: | Yes |
Calculated values
Fair value: | 3.35 |
---|---|
Intrinsic value: | 2.66 |
Implied volatility: | 0.28 |
Historic volatility: | 0.21 |
Parity: | 2.66 |
Time value: | 1.01 |
Break-even: | 236.60 |
Moneyness: | 1.13 |
Premium: | 0.04 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.06 |
Spread %: | 1.67% |
Delta: | 0.79 |
Theta: | -0.05 |
Omega: | 4.89 |
Rho: | 0.77 |
Quote data
Open: | 3.6100 |
---|---|
High: | 3.6100 |
Low: | 3.3600 |
Previous Close: | 3.6100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -16.59% | ||
---|---|---|---|
1 Month | +26.18% | ||
3 Months | +34.50% | ||
YTD | +209.82% | ||
1 Year | +204.39% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.1600 | 3.6100 |
---|---|---|
1M High / 1M Low: | 4.3600 | 3.0000 |
6M High / 6M Low: | 4.3600 | 0.6900 |
High (YTD): | 24/05/2024 | 4.3600 |
Low (YTD): | 10/01/2024 | 0.8000 |
52W High: | 24/05/2024 | 4.3600 |
52W Low: | 26/10/2023 | 0.2200 |
Avg. price 1W: | 3.8380 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.8662 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.1359 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.3861 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 89.07% | |
Volatility 6M: | 109.90% | |
Volatility 1Y: | 138.74% | |
Volatility 3Y: | - |