UC WAR. CALL 12/24 SND/ DE000HC30ZE2 /
| 2024-05-16 9:45:58 AM | Chg.-0.0400 | Bid11:11:49 AM | Ask11:11:49 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.2500EUR | -0.93% | 4.0400 Bid Size: 35,000 |
4.0500 Ask Size: 35,000 |
SCHNEIDER ELEC. INH.... | 200.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | HC30ZE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SCHNEIDER ELEC. INH. EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.31 |
|---|---|
| Intrinsic value: | 3.66 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.21 |
| Parity: | 3.66 |
| Time value: | 0.73 |
| Break-even: | 243.90 |
| Moneyness: | 1.18 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.06 |
| Spread %: | 1.39% |
| Delta: | 0.88 |
| Theta: | -0.04 |
| Omega: | 4.72 |
| Rho: | 0.97 |
Quote data
| Open: | 4.3400 |
|---|---|
| High: | 4.3400 |
| Low: | 4.2500 |
| Previous Close: | 4.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.64% | ||
|---|---|---|---|
| 1 Month | +76.35% | ||
| 3 Months | +116.84% | ||
| YTD | +279.46% | ||
| 1 Year | +367.03% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.2900 | 3.7400 |
|---|---|---|
| 1M High / 1M Low: | 4.2900 | 2.2800 |
| 6M High / 6M Low: | 4.2900 | 0.6000 |
| High (YTD): | 2024-05-15 | 4.2900 |
| Low (YTD): | 2024-01-10 | 0.8000 |
| 52W High: | 2024-05-15 | 4.2900 |
| 52W Low: | 2023-10-26 | 0.2200 |
| Avg. price 1W: | 4.0420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0362 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8027 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.2371 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 118.69% | |
| Volatility 6M: | 110.32% | |
| Volatility 1Y: | 140.96% | |
| Volatility 3Y: | - |
