UniCredit Call 220 SND 18.09.2024
/ DE000HC9XS65
UniCredit Call 220 SND 18.09.2024/ DE000HC9XS65 /
2024-06-10 2:03:02 PM |
Chg.-0.040 |
Bid2:06:59 PM |
Ask2:06:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.680EUR |
-2.33% |
1.680 Bid Size: 45,000 |
1.690 Ask Size: 45,000 |
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: |
1.550 |
High: |
1.680 |
Low: |
1.530 |
Previous Close: |
1.720 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.00% |
1 Month |
|
|
-17.65% |
3 Months |
|
|
+64.71% |
YTD |
|
|
+354.05% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.870 |
1.540 |
1M High / 1M Low: |
2.370 |
1.540 |
6M High / 6M Low: |
2.370 |
0.200 |
High (YTD): |
2024-05-24 |
2.370 |
Low (YTD): |
2024-01-17 |
0.200 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.704 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.936 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.923 |
Avg. volume 6M: |
|
4.210 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.80% |
Volatility 6M: |
|
174.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |