UC WAR. CALL 06/24 SND/ DE000HD2M2R7 /
| 6/6/2024 1:46:30 PM | Chg.- | Bid2:26:55 PM | Ask6/6/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4700EUR | - | 0.4100 Bid Size: 50,000 |
- Ask Size: 50,000 |
SCHNEIDER ELEC. INH.... | 230.00 - | 6/19/2024 | 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: | 6/19/2024 |
| Issue date: | 2/12/2024 |
| Last trading day: | 6/6/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 49.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.30 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.21 |
| Parity: | -0.13 |
| Time value: | 0.46 |
| Break-even: | 234.60 |
| Moneyness: | 0.99 |
| Premium: | 0.03 |
| Premium p.a.: | 1.16 |
| Spread abs.: | 0.14 |
| Spread %: | 43.75% |
| Delta: | 0.48 |
| Theta: | -0.22 |
| Omega: | 23.90 |
| Rho: | 0.03 |
Quote data
| Open: | 0.4400 |
|---|---|
| High: | 0.4700 |
| Low: | 0.4100 |
| Previous Close: | 0.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +23.68% | ||
|---|---|---|---|
| 1 Month | +2.17% | ||
| 3 Months | +34.29% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4700 | 0.2400 |
|---|---|---|
| 1M High / 1M Low: | 0.9100 | 0.2400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3450 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5764 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 406.80% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
