UC WAR. CALL 12/24 SND/ DE000HC584Y3 /
2024-09-20 3:46:51 PM | Chg.-0.2100 | Bid5:00:35 PM | Ask5:00:35 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.3400EUR | -8.24% | 2.3000 Bid Size: 40,000 |
2.3100 Ask Size: 40,000 |
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: | 9.31 |
Leverage: | Yes |
Calculated values
Fair value: | 2.37 |
---|---|
Intrinsic value: | 1.84 |
Implied volatility: | 0.29 |
Historic volatility: | 0.24 |
Parity: | 1.84 |
Time value: | 0.72 |
Break-even: | 245.60 |
Moneyness: | 1.08 |
Premium: | 0.03 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.06 |
Spread %: | 2.40% |
Delta: | 0.75 |
Theta: | -0.08 |
Omega: | 7.02 |
Rho: | 0.38 |
Quote data
Open: | 2.4400 |
---|---|
High: | 2.5900 |
Low: | 2.3400 |
Previous Close: | 2.5500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +30.73% | ||
---|---|---|---|
1 Month | +35.26% | ||
3 Months | -4.10% | ||
YTD | +296.61% | ||
1 Year | +431.82% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.5500 | 1.7900 |
---|---|---|
1M High / 1M Low: | 2.5500 | 1.1800 |
6M High / 6M Low: | 2.9300 | 0.8900 |
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: | 2.0140 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.7891 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.8999 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.2533 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 180.33% | |
Volatility 6M: | 162.67% | |
Volatility 1Y: | 169.61% | |
Volatility 3Y: | - |