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UniCredit Call 150 SND 19.06.2024/  DE000HC2VUG5  /

EUWAX
2024-06-03  10:05:26 AM Chg.+0.02 Bid11:31:28 AM Ask11:31:28 AM Underlying Strike price Expiration date Option type
7.79EUR +0.26% 7.78
Bid Size: 30,000		 -
Ask Size: -		 SCHNEIDER ELEC. INH.... 150.00 - 2024-06-19 Call
 

Master data

WKN: HC2VUG
Issuer: UniCredit
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-06-19
Issue date: 2023-01-04
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.91
Leverage: Yes

Calculated values

Fair value: 7.77
Intrinsic value: 7.75
Implied volatility: 1.03
Historic volatility: 0.21
Parity: 7.75
Time value: 0.07
Break-even: 228.10
Moneyness: 1.52
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: -0.04
Spread %: -0.51%
Delta: 0.98
Theta: -0.09
Omega: 2.85
Rho: 0.06
 

Quote data

Open: 7.79
High: 7.79
Low: 7.79
Previous Close: 7.77
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.17%
1 Month  
+16.44%
3 Months  
+25.65%
YTD  
+114.01%
1 Year  
+155.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.77 7.77
1M High / 1M Low: 8.80 6.69
6M High / 6M Low: 8.80 2.51
High (YTD): 2024-05-24 8.80
Low (YTD): 2024-01-05 2.79
52W High: 2024-05-24 8.80
52W Low: 2023-10-25 0.78
Avg. price 1W:   8.12
Avg. volume 1W:   0.00
Avg. price 1M:   8.06
Avg. volume 1M:   0.00
Avg. price 6M:   5.39
Avg. volume 6M:   0.00
Avg. price 1Y:   3.70
Avg. volume 1Y:   0.00
Volatility 1M:   58.53%
Volatility 6M:   71.17%
Volatility 1Y:   106.72%
Volatility 3Y:   -