UC WAR. CALL 06/25 SND/ DE000HC86H66 /
| 2024-05-15 7:45:27 PM | Chg.+0.200 | Bid9:33:00 PM | Ask9:33:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 9.060EUR | +2.26% | 9.090 Bid Size: 4,000 |
9.130 Ask Size: 4,000 |
SCHNEIDER ELEC. INH.... | 150.00 EUR | 2025-06-18 | Call |
Master data
| WKN: | HC86H6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SCHNEIDER ELEC. INH. EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 EUR |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-07-24 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 9.00 |
|---|---|
| Intrinsic value: | 8.37 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.21 |
| Parity: | 8.37 |
| Time value: | 0.72 |
| Break-even: | 240.80 |
| Moneyness: | 1.56 |
| Premium: | 0.03 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.23 |
| Spread %: | 2.60% |
| Delta: | 0.97 |
| Theta: | -0.02 |
| Omega: | 2.49 |
| Rho: | 1.47 |
Quote data
| Open: | 8.900 |
|---|---|
| High: | 9.060 |
| Low: | 8.820 |
| Previous Close: | 8.860 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.89% | ||
|---|---|---|---|
| 1 Month | +34.82% | ||
| 3 Months | +58.39% | ||
| YTD | +111.19% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.860 | 8.170 |
|---|---|---|
| 1M High / 1M Low: | 8.860 | 6.380 |
| 6M High / 6M Low: | 8.860 | 2.960 |
| High (YTD): | 2024-05-14 | 8.860 |
| Low (YTD): | 2024-01-05 | 3.560 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 8.622 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.367 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.396 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 62.20% | |
| Volatility 6M: | 57.69% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
