UC WAR. CALL 09/24 SND/ DE000HD3B8E4 /
| 2024-06-10 9:45:25 AM | Chg.-0.0800 | Bid10:36:55 AM | Ask10:36:55 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6500EUR | -10.96% | 0.6700 Bid Size: 70,000 |
0.6800 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 | -4.41% | ||
|---|---|---|---|
| 1 Month | -32.29% | ||
| 3 Months | +41.30% | ||
| 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: | - |
