UniCredit Call 150 SND 18.06.2025
/ DE000HC86H66
UniCredit Call 150 SND 18.06.2025/ DE000HC86H66 /
2024-07-30 8:30:48 PM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.33EUR |
- |
- Bid Size: - |
- Ask Size: - |
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: |
2.86 |
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: |
7.50 |
High: |
7.54 |
Low: |
7.28 |
Previous Close: |
7.60 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.72% |
1 Month |
|
|
-10.50% |
3 Months |
|
|
+3.68% |
YTD |
|
|
+71.26% |
1 Year |
|
|
+139.54% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.21 |
7.33 |
1M High / 1M Low: |
9.18 |
7.33 |
6M High / 6M Low: |
9.34 |
4.26 |
High (YTD): |
2024-06-12 |
9.34 |
Low (YTD): |
2024-01-05 |
3.55 |
52W High: |
2024-06-12 |
9.34 |
52W Low: |
2023-10-26 |
1.46 |
Avg. price 1W: |
|
7.63 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.30 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.40 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
5.17 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
70.09% |
Volatility 6M: |
|
63.70% |
Volatility 1Y: |
|
77.07% |
Volatility 3Y: |
|
- |