UniCredit Call 160 SAP 18.09.2024
/ DE000HC9BSP7
UniCredit Call 160 SAP 18.09.2024/ DE000HC9BSP7 /
| 5/31/2024 10:51:58 AM |
Chg.-0.090 |
Bid11:22:08 AM |
Ask11:22:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.410EUR |
-6.00% |
1.410
Bid Size: 100,000 |
1.420
Ask Size: 100,000 |
SAP SE O.N. |
160.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9BSP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
9/20/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
0.86 |
| Time value: |
0.59 |
| Break-even: |
174.50 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
5.07% |
| Delta: |
0.71 |
| Theta: |
-0.04 |
| Omega: |
8.29 |
| Rho: |
0.32 |
Quote data
| Open: |
1.400 |
| High: |
1.410 |
| Low: |
1.330 |
| Previous Close: |
1.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.74% |
| 1 Month |
|
|
-9.03% |
| 3 Months |
|
|
-29.50% |
| YTD |
|
|
+252.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.450 |
1.500 |
| 1M High / 1M Low: |
2.520 |
1.500 |
| 6M High / 6M Low: |
2.670 |
0.320 |
| High (YTD): |
3/26/2024 |
2.670 |
| Low (YTD): |
1/4/2024 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.491 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.74% |
| Volatility 6M: |
|
176.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
