UC WAR. CALL 12/24 SND/ DE000HC30ZD4 /
| 15/05/2024 19:45:02 | Chg.+0.200 | Bid20:41:05 | Ask20:41:05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.980EUR | +3.46% | 5.990 Bid Size: 4,000 |
6.030 Ask Size: 4,000 |
SCHNEIDER ELEC. INH.... | 180.00 EUR | 18/12/2024 | Call |
Master data
| WKN: | HC30ZD |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SCHNEIDER ELEC. INH. EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 EUR |
| Maturity: | 18/12/2024 |
| Issue date: | 11/01/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.82 |
|---|---|
| Intrinsic value: | 5.37 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.21 |
| Parity: | 5.37 |
| Time value: | 0.88 |
| Break-even: | 242.40 |
| Moneyness: | 1.30 |
| Premium: | 0.04 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.47 |
| Spread %: | 8.15% |
| Delta: | 0.87 |
| Theta: | -0.05 |
| Omega: | 3.27 |
| Rho: | 0.84 |
Quote data
| Open: | 5.820 |
|---|---|
| High: | 5.980 |
| Low: | 5.740 |
| Previous Close: | 5.780 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.57% | ||
|---|---|---|---|
| 1 Month | +54.12% | ||
| 3 Months | +95.42% | ||
| YTD | +197.51% | ||
| 1 Year | +301.34% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.780 | 5.130 |
|---|---|---|
| 1M High / 1M Low: | 5.780 | 3.580 |
| 6M High / 6M Low: | 5.780 | 1.130 |
| High (YTD): | 14/05/2024 | 5.780 |
| Low (YTD): | 05/01/2024 | 1.510 |
| 52W High: | 14/05/2024 | 5.780 |
| 52W Low: | 26/10/2023 | 0.440 |
| Avg. price 1W: | 5.556 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.433 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.874 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 2.019 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 95.62% | |
| Volatility 6M: | 89.47% | |
| Volatility 1Y: | 120.07% | |
| Volatility 3Y: | - |
