UC WAR. CALL 12/24 SND/ DE000HC30ZF9 /
22/05/2024 11:45:38 | Chg.+0.0200 | Bid11:51:36 | Ask11:51:36 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4100EUR | +1.44% | 1.4100 Bid Size: 60,000 |
1.4200 Ask Size: 60,000 |
SCHNEIDER ELEC. INH.... | 240.00 - | 18/12/2024 | Call |
Master data
WKN: | HC30ZF |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SCHNEIDER ELEC. INH. EO 4 |
Type: | Warrant |
Option type: | Call |
Strike price: | 240.00 - |
Maturity: | 18/12/2024 |
Issue date: | 11/01/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 16.06 |
Leverage: | Yes |
Calculated values
Fair value: | 1.32 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.23 |
Historic volatility: | 0.21 |
Parity: | -0.88 |
Time value: | 1.44 |
Break-even: | 254.40 |
Moneyness: | 0.96 |
Premium: | 0.10 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.06 |
Spread %: | 4.35% |
Delta: | 0.50 |
Theta: | -0.05 |
Omega: | 8.02 |
Rho: | 0.58 |
Quote data
Open: | 1.5100 |
---|---|
High: | 1.5100 |
Low: | 1.4100 |
Previous Close: | 1.3900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -15.57% | ||
---|---|---|---|
1 Month | +95.83% | ||
3 Months | +113.64% | ||
YTD | +354.84% | ||
1 Year | +243.90% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.6700 | 1.3100 |
---|---|---|
1M High / 1M Low: | 1.6700 | 0.7200 |
6M High / 6M Low: | 1.6700 | 0.2000 |
High (YTD): | 15/05/2024 | 1.6700 |
Low (YTD): | 17/01/2024 | 0.2000 |
52W High: | 15/05/2024 | 1.6700 |
52W Low: | 26/10/2023 | 0.0550 |
Avg. price 1W: | 1.4580 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1524 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.5915 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4130 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 157.52% | |
Volatility 6M: | 158.75% | |
Volatility 1Y: | 200.25% | |
Volatility 3Y: | - |