UC WAR. CALL 09/24 SND/ DE000HD18NL6 /
| 6/18/2024 5:46:11 PM | Chg.+0.3400 | Bid6:45:08 PM | Ask6:45:08 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.2000EUR | +8.81% | 4.1900 Bid Size: 8,000 |
4.2200 Ask Size: 8,000 |
SCHNEIDER ELEC. INH.... | 190.00 - | 9/18/2024 | 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: | 9/18/2024 |
| Issue date: | 12/11/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.54 |
|---|---|
| Intrinsic value: | 3.31 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.22 |
| Parity: | 3.31 |
| Time value: | 0.59 |
| Break-even: | 229.00 |
| Moneyness: | 1.17 |
| Premium: | 0.03 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.06 |
| Spread %: | 1.56% |
| Delta: | 0.83 |
| Theta: | -0.07 |
| Omega: | 4.77 |
| Rho: | 0.37 |
Quote data
| Open: | 4.1700 |
|---|---|
| High: | 4.2000 |
| Low: | 4.0000 |
| Previous Close: | 3.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.74% | ||
|---|---|---|---|
| 1 Month | +2.69% | ||
| 3 Months | +36.81% | ||
| YTD | +250.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.9400 | 3.6200 |
|---|---|---|
| 1M High / 1M Low: | 4.9400 | 3.6200 |
| 6M High / 6M Low: | 4.9400 | 0.8200 |
| High (YTD): | 6/12/2024 | 4.9400 |
| Low (YTD): | 1/17/2024 | 0.8200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.1720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.3067 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.6070 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 133.58% | |
| Volatility 6M: | 125.30% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
