UC WAR. CALL 06/24 SAP/ DE000HC2W5E8 /
2024-05-10 1:42:08 PM | Chg.- | Bid2:25:50 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.810EUR | - | 6.860 Bid Size: 90,000 |
- Ask Size: - |
SAP SE O.N. | 108.00 - | 2024-06-19 | Call |
Master data
WKN: | HC2W5E |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SAP SE O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 108.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-01-04 |
Last trading day: | 2024-05-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.59 |
Leverage: | Yes |
Calculated values
Fair value: | 6.91 |
---|---|
Intrinsic value: | 6.87 |
Implied volatility: | - |
Historic volatility: | 0.21 |
Parity: | 6.87 |
Time value: | -0.06 |
Break-even: | 176.10 |
Moneyness: | 1.64 |
Premium: | 0.00 |
Premium p.a.: | -0.03 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 6.980 |
---|---|
High: | 6.980 |
Low: | 6.810 |
Previous Close: | 6.970 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.71% | ||
---|---|---|---|
1 Month | +9.66% | ||
3 Months | +17.21% | ||
YTD | +100.89% | ||
1 Year | +204.02% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 6.970 | 6.630 |
---|---|---|
1M High / 1M Low: | 6.970 | 5.730 |
6M High / 6M Low: | 7.450 | 3.060 |
High (YTD): | 2024-03-26 | 7.450 |
Low (YTD): | 2024-01-04 | 3.060 |
52W High: | 2024-03-26 | 7.450 |
52W Low: | 2023-07-26 | 1.880 |
Avg. price 1W: | 6.820 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 6.389 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 5.328 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 3.780 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 67.50% | |
Volatility 6M: | 65.82% | |
Volatility 1Y: | 75.27% | |
Volatility 3Y: | - |