UniCredit Call 150 SAP 19.06.2024
/ DE000HC2W5L3
UniCredit Call 150 SAP 19.06.2024/ DE000HC2W5L3 /
| 06/05/2024 14:11:17 |
Chg.+0.040 |
Bid21:59:44 |
Ask06/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.140EUR |
+1.90% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
150.00 - |
19/06/2024 |
Call |
Master data
| WKN: |
HC2W5L |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
19/06/2024 |
| Issue date: |
04/01/2023 |
| Last trading day: |
07/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.21 |
| Parity: |
1.60 |
| Time value: |
0.49 |
| Break-even: |
170.90 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
-0.10 |
| Spread %: |
-4.57% |
| Delta: |
0.75 |
| Theta: |
-0.30 |
| Omega: |
5.96 |
| Rho: |
0.05 |
Quote data
| Open: |
2.100 |
| High: |
2.140 |
| Low: |
1.990 |
| Previous Close: |
2.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.90% |
| 3 Months |
|
|
-21.32% |
| YTD |
|
|
+355.32% |
| 1 Year |
|
|
+409.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.140 |
2.140 |
| 6M High / 6M Low: |
3.350 |
0.350 |
| High (YTD): |
26/03/2024 |
3.350 |
| Low (YTD): |
04/01/2024 |
0.350 |
| 52W High: |
26/03/2024 |
3.350 |
| 52W Low: |
26/09/2023 |
0.190 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.767 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.977 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
198.48% |
| Volatility 1Y: |
|
181.40% |
| Volatility 3Y: |
|
- |
