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UniCredit Call 150 SAP 18.06.2025/  DE000HC332F6  /

Frankfurt Zert./HVB
5/27/2024  7:36:43 PM Chg.+0.010 Bid9:59:12 PM Ask9:59:12 PM Underlying Strike price Expiration date Option type
4.000EUR +0.25% 4.000
Bid Size: 12,000		 4.020
Ask Size: 12,000		 SAP SE O.N. 150.00 - 6/18/2025 Call
 

Master data

WKN: HC332F
Issuer: UniCredit
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 6/18/2025
Issue date: 1/12/2023
Last trading day: 6/17/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.49
Leverage: Yes

Calculated values

Fair value: 3.85
Intrinsic value: 3.01
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 3.01
Time value: 1.00
Break-even: 190.10
Moneyness: 1.20
Premium: 0.06
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.50%
Delta: 0.84
Theta: -0.03
Omega: 3.79
Rho: 1.19
 

Quote data

Open: 3.950
High: 4.010
Low: 3.920
Previous Close: 3.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.30%
1 Month  
+17.65%
3 Months  
+14.61%
YTD  
+233.33%
1 Year  
+354.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.070 3.910
1M High / 1M Low: 4.070 2.970
6M High / 6M Low: 4.110 1.080
High (YTD): 3/26/2024 4.110
Low (YTD): 1/4/2024 1.080
52W High: 3/26/2024 4.110
52W Low: 7/26/2023 0.630
Avg. price 1W:   3.968
Avg. volume 1W:   0.000
Avg. price 1M:   3.532
Avg. volume 1M:   0.000
Avg. price 6M:   2.692
Avg. volume 6M:   29.032
Avg. price 1Y:   1.757
Avg. volume 1Y:   14.173
Volatility 1M:   54.39%
Volatility 6M:   100.76%
Volatility 1Y:   101.08%
Volatility 3Y:   -