UniCredit Call 150 SND 18.06.2025
/ DE000HC86H66
UniCredit Call 150 SND 18.06.2025/ DE000HC86H66 /
| 05/07/2024 19:38:12 |
Chg.-0.280 |
Bid21:59:30 |
Ask21:59:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.520EUR |
-3.18% |
8.550
Bid Size: 4,000 |
8.610
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: |
2.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.31 |
| Intrinsic value: |
7.78 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
7.78 |
| Time value: |
0.84 |
| Break-even: |
236.10 |
| Moneyness: |
1.52 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
0.70% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
2.44 |
| Rho: |
1.18 |
Quote data
| Open: |
8.900 |
| High: |
8.910 |
| Low: |
8.460 |
| Previous Close: |
8.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.03% |
| 1 Month |
|
|
+0.59% |
| 3 Months |
|
|
+32.50% |
| YTD |
|
|
+99.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.800 |
8.240 |
| 1M High / 1M Low: |
9.380 |
7.920 |
| 6M High / 6M Low: |
9.380 |
3.590 |
| High (YTD): |
12/06/2024 |
9.380 |
| Low (YTD): |
05/01/2024 |
3.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.510 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.479 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.819 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.90% |
| Volatility 6M: |
|
59.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
