UC WAR. CALL 09/24 SEJ1/ DE000HD0H4T8 /
| 2024-08-01 9:46:14 AM | Chg.-0.3800 | Bid11:40:23 AM | Ask11:40:23 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2700EUR | -23.03% | 1.1900 Bid Size: 35,000 |
1.2000 Ask Size: 35,000 |
SAFRAN INH. EO... | 190.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0H4T |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-11-06 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.49 |
|---|---|
| Intrinsic value: | 1.31 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.18 |
| Parity: | 1.31 |
| Time value: | 0.36 |
| Break-even: | 206.70 |
| Moneyness: | 1.07 |
| Premium: | 0.02 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.06 |
| Spread %: | 3.73% |
| Delta: | 0.78 |
| Theta: | -0.08 |
| Omega: | 9.47 |
| Rho: | 0.19 |
Quote data
| Open: | 1.5500 |
|---|---|
| High: | 1.5500 |
| Low: | 1.2700 |
| Previous Close: | 1.6500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.33% | ||
|---|---|---|---|
| 1 Month | -29.83% | ||
| 3 Months | -39.23% | ||
| YTD | +149.02% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9100 | 1.5000 |
|---|---|---|
| 1M High / 1M Low: | 2.0100 | 1.4300 |
| 6M High / 6M Low: | 3.1400 | 0.7700 |
| High (YTD): | 2024-05-27 | 3.1400 |
| Low (YTD): | 2024-01-03 | 0.4700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7387 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0366 | |
| Avg. volume 6M: | 9.2913 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 195.68% | |
| Volatility 6M: | 137.29% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
