UC WAR. CALL 06/24 SNW/ DE000HD5DC69 /
| 2024-06-14 9:46:45 PM | Chg.-0.1000 | Bid9:59:37 PM | Ask9:59:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | -38.46% | 0.1000 Bid Size: 12,000 |
0.1900 Ask Size: 12,000 |
SANOFI SA INHABER ... | 86.00 - | 2024-06-19 | Call |
Master data
| WKN: | HD5DC6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SANOFI SA INHABER EO 2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 86.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-05-08 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 45.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.12 |
|---|---|
| Intrinsic value: | 0.04 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.25 |
| Parity: | 0.04 |
| Time value: | 0.15 |
| Break-even: | 87.90 |
| Moneyness: | 1.01 |
| Premium: | 0.02 |
| Premium p.a.: | 3.66 |
| Spread abs.: | 0.09 |
| Spread %: | 90.00% |
| Delta: | 0.55 |
| Theta: | -0.21 |
| Omega: | 25.20 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2600 |
|---|---|
| High: | 0.2600 |
| Low: | 0.1600 |
| Previous Close: | 0.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -69.23% | ||
|---|---|---|---|
| 1 Month | -70.91% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4700 | 0.1600 |
|---|---|---|
| 1M High / 1M Low: | 0.7000 | 0.1600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4330 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 318.48% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
