UC WAR. CALL 12/24 SND/ DE000HC584Y3 /
| 2024-05-22 9:45:51 AM | Chg.+0.0500 | Bid10:47:43 AM | Ask10:47:43 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4800EUR | +2.06% | 2.4700 Bid Size: 45,000 |
2.4800 Ask Size: 45,000 |
SCHNEIDER ELEC. INH.... | 220.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC584Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SCHNEIDER ELEC. INH. EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-03-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.37 |
|---|---|
| Intrinsic value: | 1.13 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.21 |
| Parity: | 1.13 |
| Time value: | 1.37 |
| Break-even: | 244.90 |
| Moneyness: | 1.05 |
| Premium: | 0.06 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.06 |
| Spread %: | 2.47% |
| Delta: | 0.69 |
| Theta: | -0.05 |
| Omega: | 6.41 |
| Rho: | 0.78 |
Quote data
| Open: | 2.5800 |
|---|---|
| High: | 2.5800 |
| Low: | 2.4800 |
| Previous Close: | 2.4300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.74% | ||
|---|---|---|---|
| 1 Month | +86.47% | ||
| 3 Months | +93.75% | ||
| YTD | +320.34% | ||
| 1 Year | +275.76% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.8100 | 2.3000 |
|---|---|---|
| 1M High / 1M Low: | 2.8100 | 1.3300 |
| 6M High / 6M Low: | 2.8100 | 0.3400 |
| High (YTD): | 2024-05-15 | 2.8100 |
| Low (YTD): | 2024-01-10 | 0.3900 |
| 52W High: | 2024-05-15 | 2.8100 |
| 52W Low: | 2023-10-26 | 0.1300 |
| Avg. price 1W: | 2.5100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0376 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0962 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7398 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 128.07% | |
| Volatility 6M: | 132.65% | |
| Volatility 1Y: | 160.30% | |
| Volatility 3Y: | - |
