UniCredit Call 160 SND 18.09.2024
/ DE000HD03331
UniCredit Call 160 SND 18.09.2024/ DE000HD03331 /
| 2024-05-13 12:47:43 PM |
Chg.-0.080 |
Bid9:59:18 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.310EUR |
-1.08% |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
160.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD0333 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.83 |
| Intrinsic value: |
6.66 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.21 |
| Parity: |
6.66 |
| Time value: |
0.66 |
| Break-even: |
233.10 |
| Moneyness: |
1.42 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
-0.07 |
| Spread %: |
-0.95% |
| Delta: |
0.89 |
| Theta: |
-0.08 |
| Omega: |
2.76 |
| Rho: |
0.37 |
Quote data
| Open: |
7.330 |
| High: |
7.330 |
| Low: |
7.270 |
| Previous Close: |
7.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+27.57% |
| 3 Months |
|
|
+33.15% |
| YTD |
|
|
+144.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.390 |
6.080 |
| 6M High / 6M Low: |
7.390 |
2.030 |
| High (YTD): |
2024-05-10 |
7.390 |
| Low (YTD): |
2024-01-05 |
2.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.808 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.253 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.18% |
| Volatility 6M: |
|
78.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
