UC WAR. CALL 06/24 SAP/ DE000HC2W5K5 /
2024-05-10 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 - | 2024-06-19 | Call |
Master data
WKN: | HC2W5K |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SAP SE O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 130.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-01-04 |
Last trading day: | 2024-05-13 |
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): | 2024-03-26 | 5.2700 |
Low (YTD): | 2024-01-04 | 1.2600 |
52W High: | 2024-03-26 | 5.2700 |
52W Low: | 2023-09-26 | 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: | - |