UniCredit Call 95 SAP 19.06.2024
/ DE000HC3ESX8
UniCredit Call 95 SAP 19.06.2024/ DE000HC3ESX8 /
| 6/4/2024 12:49:49 PM |
Chg.+0.030 |
Bid1:02:19 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.970EUR |
+0.30% |
9.970
Bid Size: 20,000 |
-
Ask Size: - |
SAP SE O.N. |
95.00 - |
6/19/2024 |
Call |
Master data
| WKN: |
HC3ESX |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
6/19/2024 |
| Issue date: |
1/24/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
17.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
73.41 |
| Intrinsic value: |
73.26 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
73.26 |
| Time value: |
-63.40 |
| Break-even: |
104.86 |
| Moneyness: |
1.77 |
| Premium: |
-0.38 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
9.940 |
| High: |
9.970 |
| Low: |
9.940 |
| Previous Close: |
9.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.30% |
| 1 Month |
|
|
+0.40% |
| 3 Months |
|
|
+1.42% |
| YTD |
|
|
+3.75% |
| 1 Year |
|
|
+19.12% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.940 |
9.940 |
| 1M High / 1M Low: |
9.940 |
9.930 |
| 6M High / 6M Low: |
9.940 |
9.530 |
| High (YTD): |
6/3/2024 |
9.940 |
| Low (YTD): |
1/4/2024 |
9.530 |
| 52W High: |
6/3/2024 |
9.940 |
| 52W Low: |
7/26/2023 |
8.260 |
| Avg. price 1W: |
|
9.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.938 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.786 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
9.261 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
0.63% |
| Volatility 6M: |
|
2.79% |
| Volatility 1Y: |
|
13.47% |
| Volatility 3Y: |
|
- |
