UC WAR. CALL 09/24 FOO/ DE000HD0LNN0 /
| 28/06/2024 21:41:50 | Chg.+0.3700 | Bid21:59:57 | Ask21:59:57 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.9300EUR | +10.39% | 3.9200 Bid Size: 6,000 |
3.9300 Ask Size: 6,000 |
SALESFORCE INC. DL... | 220.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD0LNN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SALESFORCE INC. DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 09/11/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.41 |
|---|---|
| Intrinsic value: | 1.61 |
| Implied volatility: | 0.60 |
| Historic volatility: | 0.31 |
| Parity: | 1.61 |
| Time value: | 1.97 |
| Break-even: | 255.80 |
| Moneyness: | 1.07 |
| Premium: | 0.08 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.01 |
| Spread %: | 0.28% |
| Delta: | 0.66 |
| Theta: | -0.16 |
| Omega: | 4.37 |
| Rho: | 0.27 |
Quote data
| Open: | 3.5600 |
|---|---|
| High: | 4.1300 |
| Low: | 3.5600 |
| Previous Close: | 3.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +35.05% | ||
|---|---|---|---|
| 1 Month | -22.33% | ||
| 3 Months | -52.25% | ||
| YTD | -29.82% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.5600 | 2.6800 |
|---|---|---|
| 1M High / 1M Low: | 5.3600 | 1.3900 |
| 6M High / 6M Low: | 9.7000 | 1.3900 |
| High (YTD): | 01/03/2024 | 9.7000 |
| Low (YTD): | 30/05/2024 | 1.3900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.9280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.7030 | |
| Avg. volume 1M: | 2.6522 | |
| Avg. price 6M: | 6.2280 | |
| Avg. volume 6M: | 1.1890 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 379.21% | |
| Volatility 6M: | 175.23% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
