UC WAR. CALL 12/24 SND/ DE000HC30ZF9 /
2024-06-14 9:47:09 PM | Chg.-0.3300 | Bid9:59:12 PM | Ask9:59:12 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1200EUR | -22.76% | 1.0800 Bid Size: 10,000 |
1.1400 Ask Size: 10,000 |
SCHNEIDER ELEC. INH.... | 240.00 - | 2024-12-18 | Call |
Master data
WKN: | HC30ZF |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SCHNEIDER ELEC. INH. EO 4 |
Type: | Warrant |
Option type: | Call |
Strike price: | 240.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-01-11 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 19.40 |
Leverage: | Yes |
Calculated values
Fair value: | 0.81 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.22 |
Parity: | -1.88 |
Time value: | 1.14 |
Break-even: | 251.40 |
Moneyness: | 0.92 |
Premium: | 0.14 |
Premium p.a.: | 0.29 |
Spread abs.: | 0.06 |
Spread %: | 5.56% |
Delta: | 0.41 |
Theta: | -0.05 |
Omega: | 7.95 |
Rho: | 0.40 |
Quote data
Open: | 1.3800 |
---|---|
High: | 1.3800 |
Low: | 1.1200 |
Previous Close: | 1.4500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -15.15% | ||
---|---|---|---|
1 Month | -32.93% | ||
3 Months | +24.44% | ||
YTD | +261.29% | ||
1 Year | +211.11% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.7600 | 1.1200 |
---|---|---|
1M High / 1M Low: | 1.7600 | 1.1200 |
6M High / 6M Low: | 1.7600 | 0.2000 |
High (YTD): | 2024-06-12 | 1.7600 |
Low (YTD): | 2024-01-17 | 0.2000 |
52W High: | 2024-06-12 | 1.7600 |
52W Low: | 2023-10-26 | 0.0550 |
Avg. price 1W: | 1.3860 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.4209 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7561 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4851 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 208.39% | |
Volatility 6M: | 172.23% | |
Volatility 1Y: | 204.64% | |
Volatility 3Y: | - |