UniCredit Call 120 SAP 19.06.2024
/ DE000HC2W5H1
UniCredit Call 120 SAP 19.06.2024/ DE000HC2W5H1 /
| 2024-05-06 4:23:27 PM |
Chg.- |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.11EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
120.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC2W5H |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-01-04 |
| Last trading day: |
2024-05-07 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.62 |
| Intrinsic value: |
4.60 |
| Implied volatility: |
1.79 |
| Historic volatility: |
0.21 |
| Parity: |
4.60 |
| Time value: |
0.57 |
| Break-even: |
171.70 |
| Moneyness: |
1.38 |
| Premium: |
0.03 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.85 |
| Theta: |
-0.45 |
| Omega: |
2.74 |
| Rho: |
0.04 |
Quote data
| Open: |
5.09 |
| High: |
5.11 |
| Low: |
5.09 |
| Previous Close: |
5.10 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+0.20% |
| 3 Months |
|
|
-9.24% |
| YTD |
|
|
+121.21% |
| 1 Year |
|
|
+223.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.11 |
5.11 |
| 6M High / 6M Low: |
6.28 |
1.98 |
| High (YTD): |
2024-03-26 |
6.28 |
| Low (YTD): |
2024-01-04 |
1.98 |
| 52W High: |
2024-03-26 |
6.28 |
| 52W Low: |
2023-09-26 |
1.07 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.81 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
87.61% |
| Volatility 1Y: |
|
100.02% |
| Volatility 3Y: |
|
- |
