UniCredit Call 200 SND 18.09.2024
/ DE000HC9XS57
UniCredit Call 200 SND 18.09.2024/ DE000HC9XS57 /
| 2024-06-14 9:38:11 AM |
Chg.-0.21 |
Bid12:57:57 PM |
Ask12:57:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.30EUR |
-5.98% |
2.86
Bid Size: 40,000 |
2.87
Ask Size: 40,000 |
SCHNEIDER ELEC. INH.... |
200.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9XS5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.25 |
| Intrinsic value: |
2.97 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
2.97 |
| Time value: |
0.61 |
| Break-even: |
235.70 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
1.71% |
| Delta: |
0.82 |
| Theta: |
-0.07 |
| Omega: |
5.30 |
| Rho: |
0.40 |
Quote data
| Open: |
3.30 |
| High: |
3.30 |
| Low: |
3.30 |
| Previous Close: |
3.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.48% |
| 1 Month |
|
|
-10.08% |
| 3 Months |
|
|
+45.37% |
| YTD |
|
|
+302.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.02 |
3.12 |
| 1M High / 1M Low: |
4.02 |
3.07 |
| 6M High / 6M Low: |
4.02 |
0.51 |
| High (YTD): |
2024-06-12 |
4.02 |
| Low (YTD): |
2024-01-17 |
0.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.81% |
| Volatility 6M: |
|
139.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
