UC WAR. CALL 09/24 SEJ1/ DE000HD0H4T8 /
| 2024-05-28 7:45:31 PM | Chg.-0.2300 | Bid9:25:20 PM | Ask9:25:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9100EUR | -7.32% | 2.9000 Bid Size: 2,000 |
2.9400 Ask Size: 2,000 |
SAFRAN INH. EO... | 190.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0H4T |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-11-06 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.13 |
|---|---|
| Intrinsic value: | 2.87 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.17 |
| Parity: | 2.87 |
| Time value: | 0.33 |
| Break-even: | 222.00 |
| Moneyness: | 1.15 |
| Premium: | 0.02 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.07 |
| Spread %: | 2.24% |
| Delta: | 0.91 |
| Theta: | -0.04 |
| Omega: | 6.24 |
| Rho: | 0.52 |
Quote data
| Open: | 3.1400 |
|---|---|
| High: | 3.1400 |
| Low: | 2.8500 |
| Previous Close: | 3.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.07% | ||
|---|---|---|---|
| 1 Month | +19.75% | ||
| 3 Months | +75.30% | ||
| YTD | +470.59% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.1400 | 2.6200 |
|---|---|---|
| 1M High / 1M Low: | 3.1400 | 2.0300 |
| 6M High / 6M Low: | 3.1400 | 0.4700 |
| High (YTD): | 2024-05-27 | 3.1400 |
| Low (YTD): | 2024-01-03 | 0.4700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.8960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.5035 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5638 | |
| Avg. volume 6M: | 9.5161 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 107.82% | |
| Volatility 6M: | 117.21% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
