UniCredit Call 190 SND 18.09.2024
/ DE000HD18NL6
UniCredit Call 190 SND 18.09.2024/ DE000HD18NL6 /
| 2024-06-07 9:22:58 PM |
Chg.- |
Bid9:42:00 AM |
Ask9:42:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.09EUR |
- |
3.89
Bid Size: 35,000 |
3.90
Ask Size: 35,000 |
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: |
5.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.92 |
| Intrinsic value: |
3.69 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
3.69 |
| Time value: |
0.44 |
| Break-even: |
231.20 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
1.48% |
| Delta: |
0.88 |
| Theta: |
-0.05 |
| Omega: |
4.86 |
| Rho: |
0.44 |
Quote data
| Open: |
3.89 |
| High: |
4.11 |
| Low: |
3.89 |
| Previous Close: |
4.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.25% |
| 1 Month |
|
|
-9.51% |
| 3 Months |
|
|
+46.60% |
| YTD |
|
|
+240.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.26 |
3.90 |
| 1M High / 1M Low: |
4.85 |
3.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-24 |
4.85 |
| Low (YTD): |
2024-01-17 |
0.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
