UniCredit Call 130 SAP 19.06.2024
/ DE000HC2W5K5
UniCredit Call 130 SAP 19.06.2024/ DE000HC2W5K5 /
| 2024-05-10 1:46:35 PM |
Chg.-0.150 |
Bid9:53:40 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.610EUR |
-3.15% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
130.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC2W5K |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-01-04 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.88 |
| Intrinsic value: |
3.86 |
| Implied volatility: |
1.85 |
| Historic volatility: |
0.21 |
| Parity: |
3.86 |
| Time value: |
0.75 |
| Break-even: |
176.10 |
| Moneyness: |
1.30 |
| Premium: |
0.04 |
| Premium p.a.: |
2.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.82 |
| Theta: |
-0.59 |
| Omega: |
2.99 |
| Rho: |
0.04 |
Quote data
| Open: |
4.790 |
| High: |
4.790 |
| Low: |
4.610 |
| Previous Close: |
4.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+12.99% |
| 3 Months |
|
|
+3.60% |
| YTD |
|
|
+205.30% |
| 1 Year |
|
|
+365.66% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.760 |
4.150 |
| 6M High / 6M Low: |
5.310 |
1.250 |
| High (YTD): |
2024-03-26 |
5.310 |
| Low (YTD): |
2024-01-04 |
1.250 |
| 52W High: |
2024-03-26 |
5.310 |
| 52W Low: |
2023-09-26 |
0.640 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.532 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.473 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.123 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
72.72% |
| Volatility 6M: |
|
113.63% |
| Volatility 1Y: |
|
123.66% |
| Volatility 3Y: |
|
- |
