UC WAR. CALL 09/24 SND/ DE000HC9XS57 /
| 2024-05-22 5:46:44 PM | Chg.+0.1800 | Bid6:53:40 PM | Ask6:53:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.5800EUR | +5.29% | 3.5700 Bid Size: 8,000 |
3.6000 Ask Size: 8,000 |
SCHNEIDER ELEC. INH.... | 200.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9XS5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SCHNEIDER ELEC. INH. EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.49 |
|---|---|
| Intrinsic value: | 3.13 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.21 |
| Parity: | 3.13 |
| Time value: | 0.34 |
| Break-even: | 234.60 |
| Moneyness: | 1.16 |
| Premium: | 0.01 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.06 |
| Spread %: | 1.76% |
| Delta: | 0.93 |
| Theta: | -0.03 |
| Omega: | 6.20 |
| Rho: | 0.59 |
Quote data
| Open: | 3.6200 |
|---|---|
| High: | 3.6200 |
| Low: | 3.4400 |
| Previous Close: | 3.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.73% | ||
|---|---|---|---|
| 1 Month | +97.79% | ||
| 3 Months | +88.42% | ||
| YTD | +331.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.8800 | 3.2300 |
|---|---|---|
| 1M High / 1M Low: | 3.8800 | 1.8100 |
| 6M High / 6M Low: | 3.8800 | 0.4000 |
| High (YTD): | 2024-05-15 | 3.8800 |
| Low (YTD): | 2024-01-17 | 0.5300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.4940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.8371 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5416 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 124.67% | |
| Volatility 6M: | 134.90% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
