UC WAR. CALL 01/25 SCL/ DE000HD8M8Y4 /
2024-10-15 9:40:28 PM | Chg.-0.0900 | Bid9:56:09 PM | Ask9:56:09 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4600EUR | -16.36% | 0.4300 Bid Size: 40,000 |
0.4400 Ask Size: 40,000 |
Schlumberger Ltd | 40.00 USD | 2025-01-15 | Call |
Master data
WKN: | HD8M8Y |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Schlumberger Ltd |
Type: | Warrant |
Option type: | Call |
Strike price: | 40.00 USD |
Maturity: | 2025-01-15 |
Issue date: | 2024-09-11 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.19 |
Leverage: | Yes |
Calculated values
Fair value: | 0.50 |
---|---|
Intrinsic value: | 0.43 |
Implied volatility: | 0.36 |
Historic volatility: | 0.23 |
Parity: | 0.43 |
Time value: | 0.14 |
Break-even: | 42.37 |
Moneyness: | 1.12 |
Premium: | 0.03 |
Premium p.a.: | 0.14 |
Spread abs.: | 0.01 |
Spread %: | 1.79% |
Delta: | 0.77 |
Theta: | -0.01 |
Omega: | 5.54 |
Rho: | 0.07 |
Quote data
Open: | 0.5100 |
---|---|
High: | 0.5300 |
Low: | 0.4600 |
Previous Close: | 0.5500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -16.36% | ||
---|---|---|---|
1 Month | +43.75% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5800 | 0.4600 |
---|---|---|
1M High / 1M Low: | 0.6500 | 0.3200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5440 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4773 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 198.53% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |