UC WAR. CALL 06/24 SNW/  DE000HD5DC69  /

gettex
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:   -