UniCredit Call 108 SAP 19.06.2024
/ DE000HC2W5E8
UniCredit Call 108 SAP 19.06.2024/ DE000HC2W5E8 /
2024-05-10 2:15:59 PM |
Chg.-0.110 |
Bid9:59:23 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.850EUR |
-1.58% |
- Bid Size: - |
- Ask Size: - |
SAP SE O.N. |
108.00 - |
2024-06-19 |
Call |
Master data
WKN: |
HC2W5E |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
SAP SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
108.00 - |
Maturity: |
2024-06-19 |
Issue date: |
2023-01-04 |
Last trading day: |
2024-05-13 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.81 |
Intrinsic value: |
5.80 |
Implied volatility: |
2.81 |
Historic volatility: |
0.21 |
Parity: |
5.80 |
Time value: |
1.05 |
Break-even: |
176.50 |
Moneyness: |
1.54 |
Premium: |
0.06 |
Premium p.a.: |
3.07 |
Spread abs.: |
0.04 |
Spread %: |
0.59% |
Delta: |
0.85 |
Theta: |
-0.73 |
Omega: |
2.05 |
Rho: |
0.03 |
Quote data
Open: |
7.000 |
High: |
7.000 |
Low: |
6.760 |
Previous Close: |
6.960 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+9.25% |
3 Months |
|
|
+0.74% |
YTD |
|
|
+102.06% |
1 Year |
|
|
+186.61% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
6.960 |
6.340 |
6M High / 6M Low: |
7.490 |
3.050 |
High (YTD): |
2024-03-26 |
7.490 |
Low (YTD): |
2024-01-04 |
3.050 |
52W High: |
2024-03-26 |
7.490 |
52W Low: |
2023-07-26 |
1.870 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
6.736 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.550 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.865 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
45.06% |
Volatility 6M: |
|
67.37% |
Volatility 1Y: |
|
76.43% |
Volatility 3Y: |
|
- |