UC WAR. CALL 06/24 SND/ DE000HC96DL5 /
| 2024-05-10 1:45:40 PM | Chg.- | Bid2:25:10 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3200EUR | - | 4.3400 Bid Size: 30,000 |
- Ask Size: - |
SCHNEIDER ELEC. INH.... | 190.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC96DL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SCHNEIDER ELEC. INH. EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-09-11 |
| Last trading day: | 2024-05-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.98 |
|---|---|
| Intrinsic value: | 3.92 |
| Implied volatility: | 0.72 |
| Historic volatility: | 0.21 |
| Parity: | 3.92 |
| Time value: | 0.51 |
| Break-even: | 234.20 |
| Moneyness: | 1.21 |
| Premium: | 0.02 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.84 |
| Theta: | -0.20 |
| Omega: | 4.37 |
| Rho: | 0.13 |
Quote data
| Open: | 4.0900 |
|---|---|
| High: | 4.3200 |
| Low: | 4.0900 |
| Previous Close: | 4.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +97.26% | ||
| 3 Months | +117.09% | ||
| YTD | +402.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 4.3200 | 2.0400 |
| 6M High / 6M Low: | 4.3200 | 0.3600 |
| High (YTD): | 2024-05-10 | 4.3200 |
| Low (YTD): | 2024-01-17 | 0.5100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.9133 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6160 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 138.68% | |
| Volatility 6M: | 153.23% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
