UniCredit Call 150 SND 18.06.2025
/ DE000HC86H66
UniCredit Call 150 SND 18.06.2025/ DE000HC86H66 /
| 9/26/2024 9:13:44 AM |
Chg.+0.37 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.98EUR |
+3.85% |
-
Bid Size: - |
-
Ask Size: - |
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: |
9/26/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.48 |
| Intrinsic value: |
9.12 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
9.12 |
| Time value: |
0.50 |
| Break-even: |
246.10 |
| Moneyness: |
1.61 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
0.63% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
2.41 |
| Rho: |
0.98 |
Quote data
| Open: |
9.98 |
| High: |
9.98 |
| Low: |
9.98 |
| Previous Close: |
9.61 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.51% |
| 1 Month |
|
|
+22.00% |
| 3 Months |
|
|
+18.25% |
| YTD |
|
|
+133.18% |
| 1 Year |
|
|
+310.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.98 |
8.87 |
| 1M High / 1M Low: |
9.98 |
7.02 |
| 6M High / 6M Low: |
9.98 |
5.98 |
| High (YTD): |
9/26/2024 |
9.98 |
| Low (YTD): |
1/5/2024 |
3.55 |
| 52W High: |
9/26/2024 |
9.98 |
| 52W Low: |
10/26/2023 |
1.46 |
| Avg. price 1W: |
|
9.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.02 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
65.65% |
| Volatility 6M: |
|
64.47% |
| Volatility 1Y: |
|
77.93% |
| Volatility 3Y: |
|
- |
