UniCredit Call 150 SND 18.06.2025
/ DE000HC86H66
UniCredit Call 150 SND 18.06.2025/ DE000HC86H66 /
16/08/2024 20:30:58 |
Chg.0.00 |
Bid20:55:41 |
Ask20:55:41 |
Underlying |
Strike price |
Expiration date |
Option type |
7.78EUR |
0.00% |
7.79 Bid Size: 4,000 |
7.82 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: |
2.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.61 |
Intrinsic value: |
7.13 |
Implied volatility: |
0.35 |
Historic volatility: |
0.23 |
Parity: |
7.13 |
Time value: |
0.69 |
Break-even: |
228.20 |
Moneyness: |
1.48 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.06 |
Spread %: |
0.77% |
Delta: |
0.93 |
Theta: |
-0.03 |
Omega: |
2.63 |
Rho: |
1.07 |
Quote data
Open: |
7.75 |
High: |
7.80 |
Low: |
7.75 |
Previous Close: |
7.78 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.09% |
1 Month |
|
|
-12.29% |
3 Months |
|
|
-10.68% |
YTD |
|
|
+81.78% |
1 Year |
|
|
+180.87% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.78 |
6.76 |
1M High / 1M Low: |
8.87 |
5.98 |
6M High / 6M Low: |
9.34 |
5.81 |
High (YTD): |
12/06/2024 |
9.34 |
Low (YTD): |
05/01/2024 |
3.55 |
52W High: |
12/06/2024 |
9.34 |
52W Low: |
26/10/2023 |
1.46 |
Avg. price 1W: |
|
7.20 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.40 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.56 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
5.35 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
96.15% |
Volatility 6M: |
|
65.83% |
Volatility 1Y: |
|
79.47% |
Volatility 3Y: |
|
- |