UC WAR. CALL 06/25 SND/ DE000HC86H66 /
| 7/31/2024 9:00:51 AM | Chg.+0.780 | Bid9:05:21 AM | Ask9:05:21 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.090EUR | +10.67% | 7.860 Bid Size: 15,000 |
7.890 Ask Size: 15,000 |
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: | 2.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.35 |
|---|---|
| Intrinsic value: | 6.84 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.22 |
| Parity: | 6.84 |
| Time value: | 0.80 |
| Break-even: | 226.40 |
| Moneyness: | 1.46 |
| Premium: | 0.04 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.05 |
| Spread %: | 0.66% |
| Delta: | 0.92 |
| Theta: | -0.03 |
| Omega: | 2.62 |
| Rho: | 1.09 |
Quote data
| Open: | 8.090 |
|---|---|
| High: | 8.090 |
| Low: | 8.090 |
| Previous Close: | 7.310 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.46% | ||
|---|---|---|---|
| 1 Month | -1.58% | ||
| 3 Months | +14.27% | ||
| YTD | +88.58% | ||
| 1 Year | +160.13% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.210 | 7.310 |
|---|---|---|
| 1M High / 1M Low: | 9.180 | 7.310 |
| 6M High / 6M Low: | 9.320 | 4.260 |
| 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: | 7.618 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.315 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.413 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.199 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 70.70% | |
| Volatility 6M: | 63.95% | |
| Volatility 1Y: | 75.30% | |
| Volatility 3Y: | - |
