UniCredit Call 200 SND 18.09.2024
/ DE000HC9XS57
UniCredit Call 200 SND 18.09.2024/ DE000HC9XS57 /
2024-07-04 11:52:15 AM |
Chg.+0.170 |
Bid9:59:06 PM |
Ask2024-07-04 |
Underlying |
Strike price |
Expiration date |
Option type |
3.470EUR |
+5.15% |
- Bid Size: - |
- Ask Size: - |
SCHNEIDER ELEC. INH.... |
200.00 - |
2024-09-18 |
Call |
Master data
WKN: |
HC9XS5 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 - |
Maturity: |
2024-09-18 |
Issue date: |
2023-10-17 |
Last trading day: |
2024-07-04 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.99 |
Intrinsic value: |
2.79 |
Implied volatility: |
0.43 |
Historic volatility: |
0.22 |
Parity: |
2.79 |
Time value: |
0.67 |
Break-even: |
234.50 |
Moneyness: |
1.14 |
Premium: |
0.03 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.03 |
Spread %: |
0.88% |
Delta: |
0.80 |
Theta: |
-0.10 |
Omega: |
5.26 |
Rho: |
0.28 |
Quote data
Open: |
3.360 |
High: |
3.470 |
Low: |
3.360 |
Previous Close: |
3.300 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+12.30% |
3 Months |
|
|
+78.87% |
YTD |
|
|
+318.07% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.470 |
3.470 |
1M High / 1M Low: |
4.050 |
2.780 |
6M High / 6M Low: |
4.050 |
0.510 |
High (YTD): |
2024-06-12 |
4.050 |
Low (YTD): |
2024-01-17 |
0.510 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.470 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.221 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.240 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
181.17% |
Volatility 6M: |
|
142.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |