UniCredit Call 120 SND 18.12.2024
/ DE000HC5XD41
UniCredit Call 120 SND 18.12.2024/ DE000HC5XD41 /
6/14/2024 7:40:29 PM |
Chg.-0.820 |
Bid9:59:41 PM |
Ask9:56:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
10.470EUR |
-7.26% |
10.450 Bid Size: 4,000 |
- Ask Size: - |
SCHNEIDER ELEC. INH.... |
120.00 - |
12/18/2024 |
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: |
12/18/2024 |
Issue date: |
4/12/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.34 |
Intrinsic value: |
10.12 |
Implied volatility: |
0.55 |
Historic volatility: |
0.22 |
Parity: |
10.12 |
Time value: |
0.36 |
Break-even: |
224.80 |
Moneyness: |
1.84 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.03 |
Spread %: |
0.29% |
Delta: |
0.96 |
Theta: |
-0.03 |
Omega: |
2.04 |
Rho: |
0.55 |
Quote data
Open: |
10.970 |
High: |
10.970 |
Low: |
10.390 |
Previous Close: |
11.290 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.51% |
1 Month |
|
|
-4.30% |
3 Months |
|
|
+8.27% |
YTD |
|
|
+59.12% |
1 Year |
|
|
+98.30% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.950 |
10.470 |
1M High / 1M Low: |
11.950 |
10.470 |
6M High / 6M Low: |
11.950 |
5.660 |
High (YTD): |
6/12/2024 |
11.950 |
Low (YTD): |
1/5/2024 |
5.660 |
52W High: |
6/12/2024 |
11.950 |
52W Low: |
10/26/2023 |
2.850 |
Avg. price 1W: |
|
11.128 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
11.193 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.793 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
6.658 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
58.83% |
Volatility 6M: |
|
47.60% |
Volatility 1Y: |
|
60.92% |
Volatility 3Y: |
|
- |