UniCredit Call 150 SND 19.06.2024
/ DE000HC2VUG5
UniCredit Call 150 SND 19.06.2024/ DE000HC2VUG5 /
5/31/2024 8:54:57 PM |
Chg.-0.23 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.77EUR |
-2.88% |
- Bid Size: - |
- Ask Size: - |
SCHNEIDER ELEC. INH.... |
150.00 - |
6/19/2024 |
Call |
Master data
WKN: |
HC2VUG |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 - |
Maturity: |
6/19/2024 |
Issue date: |
1/4/2023 |
Last trading day: |
6/18/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.77 |
Intrinsic value: |
7.75 |
Implied volatility: |
0.96 |
Historic volatility: |
0.21 |
Parity: |
7.75 |
Time value: |
0.07 |
Break-even: |
228.10 |
Moneyness: |
1.52 |
Premium: |
0.00 |
Premium p.a.: |
0.06 |
Spread abs.: |
-0.04 |
Spread %: |
-0.51% |
Delta: |
0.98 |
Theta: |
-0.08 |
Omega: |
2.86 |
Rho: |
0.07 |
Quote data
Open: |
7.76 |
High: |
7.89 |
Low: |
7.70 |
Previous Close: |
8.00 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.70% |
1 Month |
|
|
+19.17% |
3 Months |
|
|
+25.32% |
YTD |
|
|
+113.46% |
1 Year |
|
|
+171.68% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.77 |
7.77 |
1M High / 1M Low: |
8.80 |
6.50 |
6M High / 6M Low: |
8.80 |
2.51 |
High (YTD): |
5/24/2024 |
8.80 |
Low (YTD): |
1/5/2024 |
2.79 |
52W High: |
5/24/2024 |
8.80 |
52W Low: |
10/25/2023 |
0.78 |
Avg. price 1W: |
|
8.12 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.37 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.69 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
57.51% |
Volatility 6M: |
|
71.32% |
Volatility 1Y: |
|
106.69% |
Volatility 3Y: |
|
- |