UniCredit Call 140 SAP 18.06.2025
/ DE000HC332E9
UniCredit Call 140 SAP 18.06.2025/ DE000HC332E9 /
| 2024-05-28 8:54:32 AM |
Chg.-0.01 |
Bid11:47:22 AM |
Ask11:47:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.81EUR |
-0.21% |
4.81
Bid Size: 80,000 |
4.82
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: |
4.81 |
| High: |
4.81 |
| Low: |
4.81 |
| Previous Close: |
4.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.00% |
| 1 Month |
|
|
+15.63% |
| 3 Months |
|
|
+19.06% |
| YTD |
|
|
+191.52% |
| 1 Year |
|
|
+311.11% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.84 |
4.67 |
| 1M High / 1M Low: |
4.84 |
3.71 |
| 6M High / 6M Low: |
4.90 |
1.47 |
| High (YTD): |
2024-03-26 |
4.90 |
| Low (YTD): |
2024-01-04 |
1.47 |
| 52W High: |
2024-03-26 |
4.90 |
| 52W Low: |
2023-09-26 |
0.87 |
| Avg. price 1W: |
|
4.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.25 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
44.53% |
| Volatility 6M: |
|
86.76% |
| Volatility 1Y: |
|
93.16% |
| Volatility 3Y: |
|
- |
