UniCredit Call 95 SAP 19.06.2024
/ DE000HC3ESX8
UniCredit Call 95 SAP 19.06.2024/ DE000HC3ESX8 /
| 2024-05-31 9:57:44 AM |
Chg.+0.06 |
Bid1:02:27 PM |
Ask1:02:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.97EUR |
+0.61% |
9.97
Bid Size: 20,000 |
-
Ask Size: - |
SAP SE O.N. |
95.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC3ESX |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-01-24 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
16.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
73.77 |
| Intrinsic value: |
73.58 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
73.58 |
| Time value: |
-63.64 |
| Break-even: |
104.94 |
| Moneyness: |
1.77 |
| Premium: |
-0.38 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
0.08 |
| Spread %: |
0.81% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
9.97 |
| High: |
9.97 |
| Low: |
9.97 |
| Previous Close: |
9.91 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.30% |
| 1 Month |
|
|
+0.40% |
| 3 Months |
|
|
+2.15% |
| YTD |
|
|
+3.75% |
| 1 Year |
|
|
+22.18% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.94 |
9.91 |
| 1M High / 1M Low: |
9.96 |
9.91 |
| 6M High / 6M Low: |
9.96 |
9.53 |
| High (YTD): |
2024-05-21 |
9.96 |
| Low (YTD): |
2024-01-04 |
9.53 |
| 52W High: |
2024-05-21 |
9.96 |
| 52W Low: |
2023-07-20 |
8.16 |
| Avg. price 1W: |
|
9.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
9.24 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
2.08% |
| Volatility 6M: |
|
2.98% |
| Volatility 1Y: |
|
14.99% |
| Volatility 3Y: |
|
- |
