UC WAR. CALL 06/25 SND/ DE000HC86H66 /
| 2024-09-26 11:45:02 AM | Chg.- | Bid12:11:25 PM | Ask2024-09-26 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 10.040EUR | - | 10.040 Bid Size: 25,000 |
- Ask Size: 25,000 |
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: | 2024-09-26 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 9.19 |
|---|---|
| Intrinsic value: | 8.85 |
| Implied volatility: | 0.62 |
| Historic volatility: | 0.24 |
| Parity: | 8.85 |
| Time value: | 1.20 |
| Break-even: | 250.40 |
| Moneyness: | 1.59 |
| Premium: | 0.05 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.03 |
| Spread %: | 0.30% |
| Delta: | 0.89 |
| Theta: | -0.06 |
| Omega: | 2.10 |
| Rho: | 0.77 |
Quote data
| Open: | 9.880 |
|---|---|
| High: | 10.040 |
| Low: | 9.880 |
| Previous Close: | 9.570 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +33.16% | ||
| 3 Months | +21.99% | ||
| YTD | +134.03% | ||
| 1 Year | +323.63% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 10.040 | 7.540 |
| 6M High / 6M Low: | 10.040 | 5.970 |
| High (YTD): | 2024-09-26 | 10.040 |
| Low (YTD): | 2024-01-05 | 3.560 |
| 52W High: | 2024-09-26 | 10.040 |
| 52W Low: | 2023-10-24 | 1.510 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 8.663 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 8.036 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 6.156 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 53.74% | |
| Volatility 6M: | 65.27% | |
| Volatility 1Y: | 77.31% | |
| Volatility 3Y: | - |
