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UniCredit Call 140 SAP 18.06.2025/  DE000HC332E9  /

Frankfurt Zert./HVB
2024-05-28  9:54:52 AM Chg.+0.060 Bid10:34:06 AM Ask10:34:06 AM Underlying Strike price Expiration date Option type
4.880EUR +1.24% 4.920
Bid Size: 80,000		 4.930
Ask Size: 80,000		 SAP SE O.N. 140.00 - 2025-06-18 Call
 

Master data

WKN: HC332E
Issuer: UniCredit
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2025-06-18
Issue date: 2023-01-12
Last trading day: 2025-06-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.74
Leverage: Yes

Calculated values

Fair value: 4.71
Intrinsic value: 4.04
Implied volatility: 0.25
Historic volatility: 0.20
Parity: 4.04
Time value: 0.79
Break-even: 188.30
Moneyness: 1.29
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.42%
Delta: 0.90
Theta: -0.02
Omega: 3.37
Rho: 1.21
 

Quote data

Open: 4.810
High: 4.880
Low: 4.810
Previous Close: 4.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.31%
1 Month  
+17.31%
3 Months  
+20.20%
YTD  
+197.56%
1 Year  
+313.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.920 4.720
1M High / 1M Low: 4.920 3.710
6M High / 6M Low: 4.920 1.480
High (YTD): 2024-05-23 4.920
Low (YTD): 2024-01-04 1.480
52W High: 2024-05-23 4.920
52W Low: 2023-07-26 0.890
Avg. price 1W:   4.806
Avg. volume 1W:   0.000
Avg. price 1M:   4.340
Avg. volume 1M:   0.000
Avg. price 6M:   3.381
Avg. volume 6M:   0.000
Avg. price 1Y:   2.255
Avg. volume 1Y:   0.000
Volatility 1M:   47.32%
Volatility 6M:   88.45%
Volatility 1Y:   89.95%
Volatility 3Y:   -