UniCredit Call 82 SNW/ DE000HD4YZR0 /
5/27/2024 1:09:09 PM | Chg.-0.030 | Bid9:09:04 PM | Ask5/27/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.770EUR | -3.75% | - Bid Size: - |
- Ask Size: - |
SANOFI SA INHABER ... | 82.00 - | 6/19/2024 | Call |
Master data
WKN: | HD4YZR |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SANOFI SA INHABER EO 2 |
Type: | Warrant |
Option type: | Call |
Strike price: | 82.00 - |
Maturity: | 6/19/2024 |
Issue date: | 4/24/2024 |
Last trading day: | 5/27/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 10.96 |
Leverage: | Yes |
Calculated values
Fair value: | 0.57 |
---|---|
Intrinsic value: | 0.57 |
Implied volatility: | 2.61 |
Historic volatility: | 0.25 |
Parity: | 0.57 |
Time value: | 0.23 |
Break-even: | 90.00 |
Moneyness: | 1.07 |
Premium: | 0.03 |
Premium p.a.: | 0.00 |
Spread abs.: | -0.01 |
Spread %: | -1.23% |
Delta: | 0.71 |
Theta: | -2.05 |
Omega: | 7.80 |
Rho: | 0.00 |
Quote data
Open: | 0.790 |
---|---|
High: | 0.790 |
Low: | 0.770 |
Previous Close: | 0.800 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -4.94% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 0.890 | 0.770 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 0.830 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 109.35% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |