UC WAR. CALL 12/24 SND/ DE000HC30ZD4 /
2024-06-04 9:47:14 PM | Chg.-0.070 | Bid9:59:21 PM | Ask9:59:21 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.200EUR | -1.33% | 5.170 Bid Size: 4,000 |
5.230 Ask Size: 4,000 |
SCHNEIDER ELEC. INH.... | 180.00 - | 2024-12-18 | Call |
Master data
WKN: | HC30ZD |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SCHNEIDER ELEC. INH. EO 4 |
Type: | Warrant |
Option type: | Call |
Strike price: | 180.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-01-11 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.25 |
Leverage: | Yes |
Calculated values
Fair value: | 5.08 |
---|---|
Intrinsic value: | 4.66 |
Implied volatility: | 0.31 |
Historic volatility: | 0.21 |
Parity: | 4.66 |
Time value: | 0.68 |
Break-even: | 233.30 |
Moneyness: | 1.26 |
Premium: | 0.03 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.06 |
Spread %: | 1.14% |
Delta: | 0.89 |
Theta: | -0.04 |
Omega: | 3.77 |
Rho: | 0.80 |
Quote data
Open: | 5.270 |
---|---|
High: | 5.270 |
Low: | 4.990 |
Previous Close: | 5.270 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -11.71% | ||
---|---|---|---|
1 Month | +22.93% | ||
3 Months | +29.35% | ||
YTD | +158.71% | ||
1 Year | +184.15% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.890 | 5.270 |
---|---|---|
1M High / 1M Low: | 6.100 | 4.530 |
6M High / 6M Low: | 6.100 | 1.310 |
High (YTD): | 2024-05-24 | 6.100 |
Low (YTD): | 2024-01-05 | 1.510 |
52W High: | 2024-05-24 | 6.100 |
52W Low: | 2023-10-26 | 0.440 |
Avg. price 1W: | 5.528 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.540 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 3.358 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 2.240 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 70.73% | |
Volatility 6M: | 88.57% | |
Volatility 1Y: | 118.03% | |
Volatility 3Y: | - |