UniCredit Call 190 SND 19.06.2024
/ DE000HC96DL5
UniCredit Call 190 SND 19.06.2024/ DE000HC96DL5 /
| 2024-05-10 2:21:27 PM |
Chg.+0.300 |
Bid9:59:17 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.330EUR |
+7.44% |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
190.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC96DL |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-09-11 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.77 |
| Intrinsic value: |
3.74 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.21 |
| Parity: |
3.74 |
| Time value: |
0.60 |
| Break-even: |
233.30 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
-0.09 |
| Spread %: |
-2.04% |
| Delta: |
0.82 |
| Theta: |
-0.35 |
| Omega: |
4.31 |
| Rho: |
0.08 |
Quote data
| Open: |
4.100 |
| High: |
4.370 |
| Low: |
4.100 |
| Previous Close: |
4.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+66.54% |
| 3 Months |
|
|
+79.67% |
| YTD |
|
|
+403.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.330 |
2.560 |
| 6M High / 6M Low: |
4.330 |
0.430 |
| High (YTD): |
2024-05-10 |
4.330 |
| Low (YTD): |
2024-01-17 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.293 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.687 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.14% |
| Volatility 6M: |
|
157.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
