UC WAR. CALL 09/24 SND/ DE000HD1EF77 /
| 6/4/2024 1:46:55 PM | Chg.-0.0900 | Bid6/4/2024 | Ask6/4/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0000EUR | -8.26% | 1.0000 Bid Size: 60,000 |
1.0100 Ask Size: 60,000 |
SCHNEIDER ELEC. INH.... | 230.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD1EF7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SCHNEIDER ELEC. INH. EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 230.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 12/27/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.97 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.21 |
| Parity: | -0.35 |
| Time value: | 1.13 |
| Break-even: | 241.30 |
| Moneyness: | 0.99 |
| Premium: | 0.07 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.06 |
| Spread %: | 5.61% |
| Delta: | 0.51 |
| Theta: | -0.07 |
| Omega: | 10.28 |
| Rho: | 0.30 |
Quote data
| Open: | 1.0900 |
|---|---|
| High: | 1.0900 |
| Low: | 0.9400 |
| Previous Close: | 1.0900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -31.97% | ||
|---|---|---|---|
| 1 Month | +38.89% | ||
| 3 Months | +38.89% | ||
| YTD | +316.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4700 | 1.0900 |
|---|---|---|
| 1M High / 1M Low: | 1.6300 | 0.8300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 5/24/2024 | 1.6300 |
| Low (YTD): | 1/17/2024 | 0.1500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3086 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 177.52% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
