UC WAR. CALL 09/24 SND/ DE000HD1EF77 /
| 2024-06-10 3:46:08 PM | Chg.-0.0400 | Bid5:11:09 PM | Ask5:11:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1100EUR | -3.48% | 1.1300 Bid Size: 60,000 |
1.1400 Ask Size: 60,000 |
SCHNEIDER ELEC. INH.... | 230.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD1EF7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SCHNEIDER ELEC. INH. EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 230.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 19.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.95 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.21 |
| Parity: | -0.32 |
| Time value: | 1.18 |
| Break-even: | 241.80 |
| Moneyness: | 0.99 |
| Premium: | 0.07 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.06 |
| Spread %: | 5.36% |
| Delta: | 0.52 |
| Theta: | -0.07 |
| Omega: | 9.92 |
| Rho: | 0.29 |
Quote data
| Open: | 1.0000 |
|---|---|
| High: | 1.1200 |
| Low: | 1.0000 |
| Previous Close: | 1.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.83% | ||
|---|---|---|---|
| 1 Month | -22.92% | ||
| 3 Months | +58.57% | ||
| YTD | +362.50% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2600 | 1.0300 |
|---|---|---|
| 1M High / 1M Low: | 1.6300 | 1.0300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-24 | 1.6300 |
| Low (YTD): | 2024-01-17 | 0.1500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3367 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 159.59% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
