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UniCredit Call 120 SND 18.12.2024/  DE000HC5XD41  /

Frankfurt Zert./HVB
21/06/2024  19:30:03 Chg.-0.140 Bid21:59:18 Ask- Underlying Strike price Expiration date Option type
11.010EUR -1.26% 10.970
Bid Size: 4,000		 -
Ask Size: -		 SCHNEIDER ELEC. INH.... 120.00 - 18/12/2024 Call
 

Master data

WKN: HC5XD4
Issuer: UniCredit
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 18/12/2024
Issue date: 12/04/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.06
Leverage: Yes

Calculated values

Fair value: 10.86
Intrinsic value: 10.65
Implied volatility: 0.59
Historic volatility: 0.22
Parity: 10.65
Time value: 0.37
Break-even: 230.20
Moneyness: 1.89
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 0.36%
Delta: 0.96
Theta: -0.03
Omega: 1.98
Rho: 0.53
 

Quote data

Open: 10.930
High: 11.060
Low: 10.800
Previous Close: 11.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.16%
1 Month
  -4.18%
3 Months  
+10.32%
YTD  
+67.33%
1 Year  
+130.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.150 10.700
1M High / 1M Low: 11.950 10.470
6M High / 6M Low: 11.950 5.660
High (YTD): 12/06/2024 11.950
Low (YTD): 05/01/2024 5.660
52W High: 12/06/2024 11.950
52W Low: 26/10/2023 2.850
Avg. price 1W:   10.980
Avg. volume 1W:   0.000
Avg. price 1M:   11.153
Avg. volume 1M:   0.000
Avg. price 6M:   8.977
Avg. volume 6M:   0.000
Avg. price 1Y:   6.769
Avg. volume 1Y:   0.000
Volatility 1M:   59.69%
Volatility 6M:   48.42%
Volatility 1Y:   60.82%
Volatility 3Y:   -