UniCredit Call 130 SAP 19.06.2024
/ DE000HC46GR0
UniCredit Call 130 SAP 19.06.2024/ DE000HC46GR0 /
2024-05-15 5:54:27 PM |
Chg.+0.03 |
Bid2024-05-15 |
Ask2024-05-15 |
Underlying |
Strike price |
Expiration date |
Option type |
9.92EUR |
+0.30% |
9.92 Bid Size: 6,000 |
9.98 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: |
9.90 |
High: |
9.92 |
Low: |
9.90 |
Previous Close: |
9.89 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.40% |
1 Month |
|
|
+2.90% |
3 Months |
|
|
+7.01% |
YTD |
|
|
+59.74% |
1 Year |
|
|
+177.10% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.90 |
9.87 |
1M High / 1M Low: |
9.92 |
9.46 |
6M High / 6M Low: |
9.92 |
5.56 |
High (YTD): |
2024-05-07 |
9.92 |
Low (YTD): |
2024-01-04 |
5.56 |
52W High: |
2024-05-07 |
9.92 |
52W Low: |
2023-09-26 |
3.00 |
Avg. price 1W: |
|
9.88 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
9.79 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.54 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
6.15 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
13.22% |
Volatility 6M: |
|
42.59% |
Volatility 1Y: |
|
79.73% |
Volatility 3Y: |
|
- |