UniCredit Call 190 SND 18.09.2024
/ DE000HD18NL6
UniCredit Call 190 SND 18.09.2024/ DE000HD18NL6 /
2024-06-03 7:37:51 PM |
Chg.-0.140 |
Bid9:59:22 PM |
Ask9:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.990EUR |
-3.39% |
4.020 Bid Size: 4,000 |
4.080 Ask Size: 4,000 |
SCHNEIDER ELEC. INH.... |
190.00 - |
2024-09-18 |
Call |
Master data
WKN: |
HD18NL |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
190.00 - |
Maturity: |
2024-09-18 |
Issue date: |
2023-12-11 |
Last trading day: |
2024-09-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.00 |
Intrinsic value: |
3.75 |
Implied volatility: |
0.35 |
Historic volatility: |
0.21 |
Parity: |
3.75 |
Time value: |
0.54 |
Break-even: |
232.80 |
Moneyness: |
1.20 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.06 |
Spread %: |
1.42% |
Delta: |
0.86 |
Theta: |
-0.06 |
Omega: |
4.59 |
Rho: |
0.45 |
Quote data
Open: |
4.260 |
High: |
4.260 |
Low: |
3.960 |
Previous Close: |
4.130 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-17.90% |
1 Month |
|
|
+31.68% |
3 Months |
|
|
+47.23% |
YTD |
|
|
+235.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.860 |
4.130 |
1M High / 1M Low: |
4.920 |
3.030 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-24 |
4.920 |
Low (YTD): |
2024-01-17 |
0.790 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.432 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.255 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |