UC WAR. CALL 06/25 SND/ DE000HC86H66 /
2024-07-05 9:46:51 PM | Chg.-0.250 | Bid9:59:30 PM | Ask9:59:30 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
8.560EUR | -2.84% | 8.550 Bid Size: 4,000 |
8.610 Ask Size: 4,000 |
SCHNEIDER ELEC. INH.... | 150.00 - | 2025-06-18 | Call |
Master data
WKN: | HC86H6 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SCHNEIDER ELEC. INH. EO 4 |
Type: | Warrant |
Option type: | Call |
Strike price: | 150.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-07-24 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.65 |
Leverage: | Yes |
Calculated values
Fair value: | 8.31 |
---|---|
Intrinsic value: | 7.78 |
Implied volatility: | 0.37 |
Historic volatility: | 0.22 |
Parity: | 7.78 |
Time value: | 0.84 |
Break-even: | 236.10 |
Moneyness: | 1.52 |
Premium: | 0.04 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.06 |
Spread %: | 0.70% |
Delta: | 0.92 |
Theta: | -0.03 |
Omega: | 2.44 |
Rho: | 1.18 |
Quote data
Open: | 8.830 |
---|---|
High: | 8.900 |
Low: | 8.560 |
Previous Close: | 8.810 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +4.14% | ||
---|---|---|---|
1 Month | +1.06% | ||
3 Months | +33.13% | ||
YTD | +99.53% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 8.810 | 8.260 |
---|---|---|
1M High / 1M Low: | 9.320 | 7.930 |
6M High / 6M Low: | 9.320 | 3.630 |
High (YTD): | 2024-06-12 | 9.320 |
Low (YTD): | 2024-01-05 | 3.560 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 8.526 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 8.499 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 6.839 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 69.31% | |
Volatility 6M: | 60.43% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |