UC WAR. CALL 06/25 SND/ DE000HC86H66 /
| 9/5/2024 1:45:46 PM | Chg.-0.240 | Bid2:42:30 PM | Ask2:42:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.740EUR | -3.01% | 7.590 Bid Size: 30,000 |
7.600 Ask Size: 30,000 |
SCHNEIDER ELEC. INH.... | 150.00 - | 6/18/2025 | 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: | 6/18/2025 |
| Issue date: | 7/24/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.90 |
|---|---|
| Intrinsic value: | 7.47 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.23 |
| Parity: | 7.47 |
| Time value: | 0.58 |
| Break-even: | 230.40 |
| Moneyness: | 1.50 |
| Premium: | 0.03 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.06 |
| Spread %: | 0.75% |
| Delta: | 0.95 |
| Theta: | -0.03 |
| Omega: | 2.65 |
| Rho: | 1.04 |
Quote data
| Open: | 7.880 |
|---|---|
| High: | 8.020 |
| Low: | 7.730 |
| Previous Close: | 7.980 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.05% | ||
|---|---|---|---|
| 1 Month | +29.65% | ||
| 3 Months | -10.31% | ||
| YTD | +80.42% | ||
| 1 Year | +187.73% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.620 | 7.980 |
|---|---|---|
| 1M High / 1M Low: | 8.620 | 5.970 |
| 6M High / 6M Low: | 9.320 | 5.970 |
| High (YTD): | 6/12/2024 | 9.320 |
| Low (YTD): | 1/5/2024 | 3.560 |
| 52W High: | 6/12/2024 | 9.320 |
| 52W Low: | 10/24/2023 | 1.510 |
| Avg. price 1W: | 8.342 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.639 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.756 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.676 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 39.37% | |
| Volatility 6M: | 62.35% | |
| Volatility 1Y: | 77.20% | |
| Volatility 3Y: | - |
