UniCredit Call 130 SAP 19.06.2024
/ DE000HC46GR0
UniCredit Call 130 SAP 19.06.2024/ DE000HC46GR0 /
| 6/4/2024 10:23:36 AM |
Chg.+0.05 |
Bid11:35:04 AM |
Ask11:35:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.94EUR |
+0.51% |
9.93
Bid Size: 20,000 |
9.96
Ask Size: 20,000 |
SAP SE O.N. |
130.00 - |
6/19/2024 |
Call |
Master data
| WKN: |
HC46GR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
6/19/2024 |
| Issue date: |
2/16/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
16.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
38.46 |
| Intrinsic value: |
38.26 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
38.26 |
| Time value: |
-28.26 |
| Break-even: |
140.00 |
| Moneyness: |
1.29 |
| Premium: |
-0.17 |
| Premium p.a.: |
-0.99 |
| Spread abs.: |
0.14 |
| Spread %: |
1.42% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
9.94 |
| High: |
9.94 |
| Low: |
9.94 |
| Previous Close: |
9.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.61% |
| 1 Month |
|
|
+0.40% |
| 3 Months |
|
|
+2.26% |
| YTD |
|
|
+60.06% |
| 1 Year |
|
|
+150.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.94 |
9.85 |
| 1M High / 1M Low: |
9.94 |
9.85 |
| 6M High / 6M Low: |
9.94 |
5.56 |
| High (YTD): |
5/31/2024 |
9.94 |
| Low (YTD): |
1/4/2024 |
5.56 |
| 52W High: |
5/31/2024 |
9.94 |
| 52W Low: |
9/26/2023 |
3.00 |
| Avg. price 1W: |
|
9.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.49 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
5.41% |
| Volatility 6M: |
|
38.75% |
| Volatility 1Y: |
|
78.09% |
| Volatility 3Y: |
|
- |
