UniCredit Call 120 SAP 19.06.2024
/ DE000HC45NX6
UniCredit Call 120 SAP 19.06.2024/ DE000HC45NX6 /
2024-05-30 1:32:13 PM |
Chg.+0.030 |
Bid1:39:22 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
9.970EUR |
+0.30% |
9.970 Bid Size: 20,000 |
- Ask Size: - |
SAP SE O.N. |
120.00 - |
2024-06-19 |
Call |
Master data
WKN: |
HC45NX |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
SAP SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 - |
Maturity: |
2024-06-19 |
Issue date: |
2023-02-15 |
Last trading day: |
2024-06-18 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
17.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
56.07 |
Intrinsic value: |
55.82 |
Implied volatility: |
- |
Historic volatility: |
0.21 |
Parity: |
55.82 |
Time value: |
-45.88 |
Break-even: |
129.94 |
Moneyness: |
1.47 |
Premium: |
-0.26 |
Premium p.a.: |
-1.00 |
Spread abs.: |
0.04 |
Spread %: |
0.40% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
9.960 |
High: |
9.970 |
Low: |
9.960 |
Previous Close: |
9.940 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.40% |
1 Month |
|
|
+1.32% |
3 Months |
|
|
+2.15% |
YTD |
|
|
+25.41% |
1 Year |
|
|
+95.49% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.940 |
9.930 |
1M High / 1M Low: |
9.940 |
9.840 |
6M High / 6M Low: |
9.940 |
7.470 |
High (YTD): |
2024-05-29 |
9.940 |
Low (YTD): |
2024-01-04 |
7.470 |
52W High: |
2024-05-29 |
9.940 |
52W Low: |
2023-07-26 |
4.650 |
Avg. price 1W: |
|
9.938 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.901 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
9.350 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
7.516 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
1.56% |
Volatility 6M: |
|
19.00% |
Volatility 1Y: |
|
53.34% |
Volatility 3Y: |
|
- |