UniCredit Call 150 SND 18.06.2025
/ DE000HC86H66
UniCredit Call 150 SND 18.06.2025/ DE000HC86H66 /
30/07/2024 19:36:04 |
Chg.-0.260 |
Bid21:59:19 |
Ask21:59:19 |
Underlying |
Strike price |
Expiration date |
Option type |
7.300EUR |
-3.44% |
- Bid Size: - |
- Ask Size: - |
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: |
2.86 |
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: |
7.490 |
High: |
7.650 |
Low: |
7.220 |
Previous Close: |
7.560 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-11.41% |
1 Month |
|
|
-10.87% |
3 Months |
|
|
+3.25% |
YTD |
|
|
+70.56% |
1 Year |
|
|
+138.56% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.240 |
7.300 |
1M High / 1M Low: |
9.170 |
7.300 |
6M High / 6M Low: |
9.380 |
4.280 |
High (YTD): |
12/06/2024 |
9.380 |
Low (YTD): |
05/01/2024 |
3.550 |
52W High: |
12/06/2024 |
9.380 |
52W Low: |
26/10/2023 |
1.460 |
Avg. price 1W: |
|
7.683 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.340 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.394 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.168 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
60.94% |
Volatility 6M: |
|
61.40% |
Volatility 1Y: |
|
77.07% |
Volatility 3Y: |
|
- |