UC WAR. CALL 09/24 FOO/ DE000HD0LNN0 /
| 8/16/2024 9:42:06 PM | Chg.0.0000 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.0800EUR | 0.00% | 4.1100 Bid Size: 6,000 |
4.1200 Ask Size: 6,000 |
SALESFORCE INC. DL... | 220.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD0LNN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SALESFORCE INC. DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 11/9/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.21 |
|---|---|
| Intrinsic value: | 1.95 |
| Implied volatility: | 1.10 |
| Historic volatility: | 0.31 |
| Parity: | 1.95 |
| Time value: | 2.19 |
| Break-even: | 261.40 |
| Moneyness: | 1.09 |
| Premium: | 0.09 |
| Premium p.a.: | 1.63 |
| Spread abs.: | 0.01 |
| Spread %: | 0.24% |
| Delta: | 0.67 |
| Theta: | -0.45 |
| Omega: | 3.86 |
| Rho: | 0.11 |
Quote data
| Open: | 4.1200 |
|---|---|
| High: | 4.1500 |
| Low: | 4.0600 |
| Previous Close: | 4.0800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.00% | ||
|---|---|---|---|
| 1 Month | +10.57% | ||
| 3 Months | -37.99% | ||
| YTD | -27.14% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.0800 | 3.2100 |
|---|---|---|
| 1M High / 1M Low: | 4.2700 | 2.5200 |
| 6M High / 6M Low: | 9.7000 | 1.3900 |
| High (YTD): | 3/1/2024 | 9.7000 |
| Low (YTD): | 5/30/2024 | 1.3900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.5440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.4157 | |
| Avg. volume 1M: | 2.6522 | |
| Avg. price 6M: | 5.4227 | |
| Avg. volume 6M: | 1.6693 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 176.00% | |
| Volatility 6M: | 187.03% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
