UC WAR. CALL 12/24 SND/ DE000HC584Y3 /
| 2024-06-14 9:46:10 PM | Chg.-0.5300 | Bid9:59:17 PM | Ask9:59:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0000EUR | -20.95% | 1.9800 Bid Size: 6,000 |
2.0400 Ask Size: 6,000 |
SCHNEIDER ELEC. INH.... | 220.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC584Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SCHNEIDER ELEC. INH. EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-03-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.63 |
|---|---|
| Intrinsic value: | 0.12 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.22 |
| Parity: | 0.12 |
| Time value: | 1.92 |
| Break-even: | 240.40 |
| Moneyness: | 1.01 |
| Premium: | 0.09 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.06 |
| Spread %: | 3.03% |
| Delta: | 0.59 |
| Theta: | -0.06 |
| Omega: | 6.36 |
| Rho: | 0.56 |
Quote data
| Open: | 2.4200 |
|---|---|
| High: | 2.4200 |
| Low: | 2.0000 |
| Previous Close: | 2.5300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.79% | ||
|---|---|---|---|
| 1 Month | -28.83% | ||
| 3 Months | +21.21% | ||
| YTD | +238.98% | ||
| 1 Year | +217.46% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9300 | 2.0000 |
|---|---|---|
| 1M High / 1M Low: | 2.9300 | 2.0000 |
| 6M High / 6M Low: | 2.9300 | 0.3900 |
| High (YTD): | 2024-06-12 | 2.9300 |
| Low (YTD): | 2024-01-10 | 0.3900 |
| 52W High: | 2024-06-12 | 2.9300 |
| 52W Low: | 2023-10-26 | 0.1300 |
| Avg. price 1W: | 2.4140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4752 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3847 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8682 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 165.88% | |
| Volatility 6M: | 141.42% | |
| Volatility 1Y: | 163.07% | |
| Volatility 3Y: | - |
