UC WAR. CALL 12/24 SND/ DE000HC30ZF9 /
| 2024-05-22 9:45:23 AM | Chg.+0.0400 | Bid11:26:32 AM | Ask11:26:32 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4300EUR | +2.88% | 1.4100 Bid Size: 60,000 |
1.4200 Ask Size: 60,000 |
SCHNEIDER ELEC. INH.... | 240.00 - | 2024-12-18 | 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: | 2024-12-18 |
| Issue date: | 2023-01-11 |
| Last trading day: | 2024-12-17 |
| 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: | 1.4300 |
| Previous Close: | 1.3900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.37% | ||
|---|---|---|---|
| 1 Month | +98.61% | ||
| 3 Months | +116.67% | ||
| YTD | +361.29% | ||
| 1 Year | +248.78% | ||
| 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): | 2024-05-15 | 1.6700 |
| Low (YTD): | 2024-01-17 | 0.2000 |
| 52W High: | 2024-05-15 | 1.6700 |
| 52W Low: | 2023-10-26 | 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: | - |
