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UniCredit Call 150 SND 18.06.2025/  DE000HC86H66  /

Frankfurt Zert./HVB
7/30/2024  7:36:04 PM Chg.-0.260 Bid9:59:19 PM Ask9:59:19 PM Underlying Strike price Expiration date Option type
7.300EUR -3.44% 7.280
Bid Size: 4,000		 7.330
Ask Size: 4,000		 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: 7.490
High: 7.650
Low: 7.220
Previous Close: 7.560
Turnover: 0.000
Market phase: CL
 
  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): 6/12/2024 9.380
Low (YTD): 1/5/2024 3.550
52W High: 6/12/2024 9.380
52W Low: 10/26/2023 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:   -