UniCredit Call 130 SAP 19.06.2024/  DE000HC46GR0  /

Frankfurt Zert./HVB
2024-05-15  6:20:36 PM Chg.+0.030 Bid6:55:45 PM Ask6:55:45 PM Underlying Strike price Expiration date Option type
9.920EUR +0.30% 9.920
Bid Size: 6,000
9.980
Ask Size: 6,000
SAP SE O.N. 130.00 EUR 2024-06-19 Call
 

Master data

WKN: HC46GR
Issuer: UniCredit
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 130.00 EUR
Maturity: 2024-06-19
Issue date: 2023-02-16
Last trading day: 2024-06-18
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 17.47
Leverage: Yes

Calculated values

Fair value: 45.16
Intrinsic value: 44.68
Implied volatility: -
Historic volatility: 0.21
Parity: 44.68
Time value: -34.68
Break-even: 140.00
Moneyness: 1.34
Premium: -0.20
Premium p.a.: -0.90
Spread abs.: 0.14
Spread %: 1.42%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 9.900
High: 9.930
Low: 9.900
Previous Close: 9.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.40%
1 Month  
+2.90%
3 Months  
+7.01%
YTD  
+59.49%
1 Year  
+177.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.900 9.860
1M High / 1M Low: 9.930 9.480
6M High / 6M Low: 9.930 5.560
High (YTD): 2024-05-07 9.930
Low (YTD): 2024-01-04 5.560
52W High: 2024-05-07 9.930
52W Low: 2023-09-26 3.040
Avg. price 1W:   9.882
Avg. volume 1W:   0.000
Avg. price 1M:   9.792
Avg. volume 1M:   0.000
Avg. price 6M:   8.541
Avg. volume 6M:   0.000
Avg. price 1Y:   6.145
Avg. volume 1Y:   0.000
Volatility 1M:   13.43%
Volatility 6M:   42.75%
Volatility 1Y:   77.19%
Volatility 3Y:   -