UniCredit Call 150 SND 18.06.2025
/ DE000HC86H66
UniCredit Call 150 SND 18.06.2025/ DE000HC86H66 /
| 2024-06-21 8:27:22 PM |
Chg.-0.19 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.49EUR |
-2.19% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.20 |
| Intrinsic value: |
7.65 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
7.65 |
| Time value: |
0.84 |
| Break-even: |
234.90 |
| Moneyness: |
1.51 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
0.71% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
2.47 |
| Rho: |
1.23 |
Quote data
| Open: |
8.43 |
| High: |
8.49 |
| Low: |
8.43 |
| Previous Close: |
8.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.33% |
| 1 Month |
|
|
-3.85% |
| 3 Months |
|
|
+14.42% |
| YTD |
|
|
+98.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.68 |
8.17 |
| 1M High / 1M Low: |
9.34 |
7.91 |
| 6M High / 6M Low: |
9.34 |
3.55 |
| High (YTD): |
2024-06-12 |
9.34 |
| Low (YTD): |
2024-01-05 |
3.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.52% |
| Volatility 6M: |
|
62.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
