UC WAR. CALL 06/25 SND/ DE000HC86H66 /
| 29/07/2024 21:45:07 | Chg.- | Bid21:59:42 | Ask21:59:42 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.610EUR | - | 7.590 Bid Size: 4,000 |
7.640 Ask Size: 4,000 |
SCHNEIDER ELEC. INH.... | 150.00 - | 18/06/2025 | 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: | 18/06/2025 |
| Issue date: | 24/07/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.46 |
|---|---|
| Intrinsic value: | 6.96 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.22 |
| Parity: | 6.96 |
| Time value: | 0.74 |
| Break-even: | 226.90 |
| Moneyness: | 1.46 |
| Premium: | 0.03 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.05 |
| Spread %: | 0.65% |
| Delta: | 0.93 |
| Theta: | -0.03 |
| Omega: | 2.65 |
| Rho: | 1.12 |
Quote data
| Open: | 7.720 |
|---|---|
| High: | 7.720 |
| Low: | 7.560 |
| Previous Close: | 7.640 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.99% | ||
|---|---|---|---|
| 1 Month | -7.42% | ||
| 3 Months | +7.49% | ||
| YTD | +77.39% | ||
| 1 Year | +142.36% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.550 | 7.320 |
|---|---|---|
| 1M High / 1M Low: | 9.180 | 7.320 |
| 6M High / 6M Low: | 9.320 | 4.260 |
| High (YTD): | 12/06/2024 | 9.320 |
| Low (YTD): | 05/01/2024 | 3.560 |
| 52W High: | 12/06/2024 | 9.320 |
| 52W Low: | 24/10/2023 | 1.510 |
| Avg. price 1W: | 7.866 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.363 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.390 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.191 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 71.43% | |
| Volatility 6M: | 63.89% | |
| Volatility 1Y: | 75.33% | |
| Volatility 3Y: | - |
