UniCredit Call 150 SAP 18.09.2024
/ DE000HC9BSN2
UniCredit Call 150 SAP 18.09.2024/ DE000HC9BSN2 /
| 2024-05-31 7:39:37 PM |
Chg.-0.190 |
Bid9:28:42 PM |
Ask9:28:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.090EUR |
-8.33% |
2.080
Bid Size: 14,000 |
2.090
Ask Size: 14,000 |
SAP SE O.N. |
150.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9BSN |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-09-20 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
1.86 |
| Time value: |
0.35 |
| Break-even: |
172.10 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
3.27% |
| Delta: |
0.85 |
| Theta: |
-0.04 |
| Omega: |
6.49 |
| Rho: |
0.37 |
Quote data
| Open: |
2.150 |
| High: |
2.170 |
| Low: |
2.030 |
| Previous Close: |
2.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.86% |
| 1 Month |
|
|
-8.73% |
| 3 Months |
|
|
-24.00% |
| YTD |
|
|
+207.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.330 |
2.280 |
| 1M High / 1M Low: |
3.440 |
2.250 |
| 6M High / 6M Low: |
3.520 |
0.560 |
| High (YTD): |
2024-03-26 |
3.520 |
| Low (YTD): |
2024-01-04 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.980 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.868 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.124 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.62% |
| Volatility 6M: |
|
148.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
