UC WAR. CALL 09/24 SND/ DE000HD18NL6 /
| 2024-05-31 9:45:29 PM | Chg.- | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.1800EUR | - | 4.2200 Bid Size: 4,000 |
4.2800 Ask Size: 4,000 |
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: | 5.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.00 |
|---|---|
| Intrinsic value: | 3.75 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.21 |
| Parity: | 3.75 |
| Time value: | 0.54 |
| Break-even: | 232.80 |
| Moneyness: | 1.20 |
| Premium: | 0.02 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.06 |
| Spread %: | 1.42% |
| Delta: | 0.86 |
| Theta: | -0.06 |
| Omega: | 4.59 |
| Rho: | 0.45 |
Quote data
| Open: | 4.1800 |
|---|---|
| High: | 4.2700 |
| Low: | 4.0800 |
| Previous Close: | 4.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.99% | ||
|---|---|---|---|
| 1 Month | +37.95% | ||
| 3 Months | +53.68% | ||
| YTD | +248.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.8600 | 4.1800 |
|---|---|---|
| 1M High / 1M Low: | 4.8700 | 3.0300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-24 | 4.8700 |
| Low (YTD): | 2024-01-17 | 0.8200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.4540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.2671 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 93.96% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
