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UniCredit Call 150 SND 18.06.2025/  DE000HC86H66  /

EUWAX
2024-09-25  9:22:50 AM Chg.-0.03 Bid9:24:58 AM Ask9:24:58 AM Underlying Strike price Expiration date Option type
9.40EUR -0.32% 9.46
Bid Size: 30,000		 9.47
Ask Size: 30,000		 SCHNEIDER ELEC. INH.... 150.00 - 2025-06-18 Call
 

Master data

WKN: HC86H6
Issuer: UniCredit
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2025-06-18
Issue date: 2023-07-24
Last trading day: 2025-06-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.53
Leverage: Yes

Calculated values

Fair value: 9.21
Intrinsic value: 8.84
Implied volatility: 0.40
Historic volatility: 0.24
Parity: 8.84
Time value: 0.58
Break-even: 244.10
Moneyness: 1.59
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.06
Spread %: 0.64%
Delta: 0.95
Theta: -0.03
Omega: 2.40
Rho: 0.96
 

Quote data

Open: 9.40
High: 9.40
Low: 9.40
Previous Close: 9.43
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.07%
1 Month  
+15.34%
3 Months  
+11.37%
YTD  
+119.63%
1 Year  
+279.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.43 8.54
1M High / 1M Low: 9.43 7.02
6M High / 6M Low: 9.43 5.98
High (YTD): 2024-09-24 9.43
Low (YTD): 2024-01-05 3.55
52W High: 2024-09-24 9.43
52W Low: 2023-10-26 1.46
Avg. price 1W:   9.09
Avg. volume 1W:   0.00
Avg. price 1M:   8.29
Avg. volume 1M:   0.00
Avg. price 6M:   7.89
Avg. volume 6M:   0.00
Avg. price 1Y:   5.96
Avg. volume 1Y:   0.00
Volatility 1M:   66.39%
Volatility 6M:   65.23%
Volatility 1Y:   78.33%
Volatility 3Y:   -