UC WAR. CALL 12/24 SND/ DE000HC30ZF9 /
| 6/19/2024 1:45:39 PM | Chg.-0.1000 | Bid1:57:24 PM | Ask1:57:24 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2700EUR | -7.30% | 1.2500 Bid Size: 60,000 |
1.2600 Ask Size: 60,000 |
SCHNEIDER ELEC. INH.... | 240.00 - | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 1/11/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.22 |
| Parity: | -1.24 |
| Time value: | 1.41 |
| Break-even: | 254.10 |
| Moneyness: | 0.95 |
| Premium: | 0.12 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.06 |
| Spread %: | 4.44% |
| Delta: | 0.47 |
| Theta: | -0.06 |
| Omega: | 7.53 |
| Rho: | 0.46 |
Quote data
| Open: | 1.3500 |
|---|---|
| High: | 1.3500 |
| Low: | 1.2500 |
| Previous Close: | 1.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.84% | ||
|---|---|---|---|
| 1 Month | -3.05% | ||
| 3 Months | +42.70% | ||
| YTD | +309.68% | ||
| 1 Year | +273.53% | ||
| 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): | 6/12/2024 | 1.7600 |
| Low (YTD): | 1/17/2024 | 0.2000 |
| 52W High: | 6/12/2024 | 1.7600 |
| 52W Low: | 10/26/2023 | 0.0550 |
| Avg. price 1W: | 1.3820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3982 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7710 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4923 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 211.57% | |
| Volatility 6M: | 172.91% | |
| Volatility 1Y: | 204.71% | |
| Volatility 3Y: | - |
