UC WAR. CALL 06/24 SND/ DE000HD2M2R7 /
| 2024-05-22 1:45:13 PM | Chg.0.0000 | Bid3:29:10 PM | Ask3:29:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5200EUR | 0.00% | 0.6000 Bid Size: 45,000 |
0.6100 Ask Size: 45,000 |
SCHNEIDER ELEC. INH.... | 230.00 - | 2024-06-19 | Call |
Master data
| WKN: | HD2M2R |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SCHNEIDER ELEC. INH. EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 230.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-02-12 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 39.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.64 |
|---|---|
| Intrinsic value: | 0.13 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.21 |
| Parity: | 0.13 |
| Time value: | 0.46 |
| Break-even: | 235.80 |
| Moneyness: | 1.01 |
| Premium: | 0.02 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.06 |
| Spread %: | 11.54% |
| Delta: | 0.57 |
| Theta: | -0.10 |
| Omega: | 22.89 |
| Rho: | 0.10 |
Quote data
| Open: | 0.6400 |
|---|---|
| High: | 0.6400 |
| Low: | 0.5200 |
| Previous Close: | 0.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -42.86% | ||
|---|---|---|---|
| 1 Month | +173.68% | ||
| 3 Months | +73.33% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9100 | 0.4500 |
|---|---|---|
| 1M High / 1M Low: | 0.9100 | 0.1900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4367 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 420.20% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
