UC WAR. CALL 09/24 SND/ DE000HD3B8E4 /
2024-06-10 11:45:42 AM | Chg.-0.0900 | Bid1:36:04 PM | Ask1:36:04 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6400EUR | -12.33% | 0.7200 Bid Size: 70,000 |
0.7300 Ask Size: 70,000 |
SCHNEIDER ELEC. INH.... | 240.00 - | 2024-09-18 | Call |
Master data
WKN: | HD3B8E |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SCHNEIDER ELEC. INH. EO 4 |
Type: | Warrant |
Option type: | Call |
Strike price: | 240.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2024-03-04 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 29.85 |
Leverage: | Yes |
Calculated values
Fair value: | 0.57 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.25 |
Historic volatility: | 0.21 |
Parity: | -1.32 |
Time value: | 0.76 |
Break-even: | 247.60 |
Moneyness: | 0.95 |
Premium: | 0.09 |
Premium p.a.: | 0.38 |
Spread abs.: | 0.06 |
Spread %: | 8.57% |
Delta: | 0.39 |
Theta: | -0.07 |
Omega: | 11.59 |
Rho: | 0.22 |
Quote data
Open: | 0.6200 |
---|---|
High: | 0.6500 |
Low: | 0.6200 |
Previous Close: | 0.7300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -5.88% | ||
---|---|---|---|
1 Month | -33.33% | ||
3 Months | +39.13% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8100 | 0.6400 |
---|---|---|
1M High / 1M Low: | 1.1000 | 0.6400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7260 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8724 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 184.07% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |