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UniCredit Call 120 SND 18.12.2024/  DE000HC5XD41  /

EUWAX
2024-05-31  8:49:14 PM Chg.-0.21 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
11.03EUR -1.87% -
Bid Size: -		 -
Ask Size: -		 SCHNEIDER ELEC. INH.... 120.00 - 2024-12-18 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: 2024-12-18
Issue date: 2023-04-12
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.06
Leverage: Yes

Calculated values

Fair value: 10.99
Intrinsic value: 10.75
Implied volatility: 0.48
Historic volatility: 0.21
Parity: 10.75
Time value: 0.32
Break-even: 230.60
Moneyness: 1.90
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: -0.04
Spread %: -0.36%
Delta: 0.98
Theta: -0.02
Omega: 2.01
Rho: 0.61
 

Quote data

Open: 10.91
High: 11.12
Low: 10.91
Previous Close: 11.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.60%
1 Month  
+15.74%
3 Months  
+20.28%
YTD  
+68.14%
1 Year  
+99.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.77 11.03
1M High / 1M Low: 11.81 9.53
6M High / 6M Low: 11.81 5.32
High (YTD): 2024-05-24 11.81
Low (YTD): 2024-01-05 5.68
52W High: 2024-05-24 11.81
52W Low: 2023-10-26 2.86
Avg. price 1W:   11.32
Avg. volume 1W:   0.00
Avg. price 1M:   11.04
Avg. volume 1M:   0.00
Avg. price 6M:   8.38
Avg. volume 6M:   0.00
Avg. price 1Y:   6.43
Avg. volume 1Y:   0.00
Volatility 1M:   38.80%
Volatility 6M:   44.21%
Volatility 1Y:   58.25%
Volatility 3Y:   -