UC WAR. CALL 12/24 SND/ DE000HC30ZE2 /
| 6/5/2024 11:45:11 AM | Chg.+0.0900 | Bid12:42:37 PM | Ask12:42:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.6200EUR | +2.55% | 3.6300 Bid Size: 35,000 |
3.6400 Ask Size: 35,000 |
SCHNEIDER ELEC. INH.... | 200.00 - | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 1/11/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.16 |
|---|---|
| Intrinsic value: | 2.44 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.21 |
| Parity: | 2.44 |
| Time value: | 1.14 |
| Break-even: | 235.80 |
| Moneyness: | 1.12 |
| Premium: | 0.05 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.06 |
| Spread %: | 1.70% |
| Delta: | 0.77 |
| Theta: | -0.05 |
| Omega: | 4.80 |
| Rho: | 0.73 |
Quote data
| Open: | 3.6300 |
|---|---|
| High: | 3.6300 |
| Low: | 3.6100 |
| Previous Close: | 3.5300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.23% | ||
|---|---|---|---|
| 1 Month | +31.64% | ||
| 3 Months | +66.82% | ||
| YTD | +223.21% | ||
| 1 Year | +244.76% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.8900 | 3.5300 |
|---|---|---|
| 1M High / 1M Low: | 4.3600 | 3.0000 |
| 6M High / 6M Low: | 4.3600 | 0.7300 |
| High (YTD): | 5/24/2024 | 4.3600 |
| Low (YTD): | 1/10/2024 | 0.8000 |
| 52W High: | 5/24/2024 | 4.3600 |
| 52W Low: | 10/26/2023 | 0.2200 |
| Avg. price 1W: | 3.7120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.8509 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1586 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.3945 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 87.55% | |
| Volatility 6M: | 109.87% | |
| Volatility 1Y: | 138.51% | |
| Volatility 3Y: | - |
