UC WAR. CALL 06/24 SAP/ DE000HC2W5K5 /
| 5/10/2024 1:41:07 PM | Chg.- | Bid2:25:50 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.6100EUR | - | 4.6600 Bid Size: 90,000 |
- Ask Size: - |
SAP SE O.N. | 130.00 - | 6/19/2024 | Call |
Master data
| WKN: | HC2W5K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 1/4/2023 |
| Last trading day: | 5/13/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.07 |
|---|---|
| Intrinsic value: | 5.04 |
| Implied volatility: | - |
| Historic volatility: | 0.20 |
| Parity: | 5.04 |
| Time value: | -0.43 |
| Break-even: | 176.10 |
| Moneyness: | 1.39 |
| Premium: | -0.02 |
| Premium p.a.: | -0.33 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 4.7800 |
|---|---|
| High: | 4.7800 |
| Low: | 4.6100 |
| Previous Close: | 4.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +4.06% | ||
| 3 Months | +5.49% | ||
| YTD | +205.30% | ||
| 1 Year | +356.44% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 4.7700 | 3.9100 |
| 6M High / 6M Low: | 5.2700 | 1.2600 |
| High (YTD): | 3/26/2024 | 5.2700 |
| Low (YTD): | 1/4/2024 | 1.2600 |
| 52W High: | 3/26/2024 | 5.2700 |
| 52W Low: | 9/26/2023 | 0.6600 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 4.3122 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.4147 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.1105 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 59.41% | |
| Volatility 6M: | 109.84% | |
| Volatility 1Y: | 120.04% | |
| Volatility 3Y: | - |
