UC WAR. CALL 09/24 SND/ DE000HC9XS65 /
| 2024-06-10 5:46:13 PM | Chg.+0.0600 | Bid5:54:26 PM | Ask5:54:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7700EUR | +3.51% | 1.7800 Bid Size: 12,000 |
1.8100 Ask Size: 12,000 |
SCHNEIDER ELEC. INH.... | 220.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9XS6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SCHNEIDER ELEC. INH. EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.49 |
|---|---|
| Intrinsic value: | 0.69 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.21 |
| Parity: | 0.69 |
| Time value: | 1.06 |
| Break-even: | 237.40 |
| Moneyness: | 1.03 |
| Premium: | 0.05 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.06 |
| Spread %: | 3.57% |
| Delta: | 0.64 |
| Theta: | -0.07 |
| Omega: | 8.36 |
| Rho: | 0.35 |
Quote data
| Open: | 1.5200 |
|---|---|
| High: | 1.7700 |
| Low: | 1.5200 |
| Previous Close: | 1.7100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.27% | ||
|---|---|---|---|
| 1 Month | -14.49% | ||
| 3 Months | +70.19% | ||
| YTD | +378.38% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8600 | 1.5800 |
|---|---|---|
| 1M High / 1M Low: | 2.3100 | 1.5800 |
| 6M High / 6M Low: | 2.3100 | 0.2200 |
| High (YTD): | 2024-05-24 | 2.3100 |
| Low (YTD): | 2024-01-17 | 0.2200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9452 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9374 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 132.76% | |
| Volatility 6M: | 171.69% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
