UC WAR. CALL 09/24 SEJ1/ DE000HD0H4T8 /
| 9/4/2024 1:46:56 PM | Chg.- | Bid2:25:37 PM | Ask9/4/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5800EUR | - | 0.6100 Bid Size: 25,000 |
- Ask Size: 40,000 |
SAFRAN INH. EO... | 190.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD0H4T |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 11/6/2023 |
| Last trading day: | 9/4/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 30.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.24 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.18 |
| Parity: | 0.24 |
| Time value: | 0.40 |
| Break-even: | 196.30 |
| Moneyness: | 1.01 |
| Premium: | 0.02 |
| Premium p.a.: | 0.96 |
| Spread abs.: | 0.04 |
| Spread %: | 6.78% |
| Delta: | 0.59 |
| Theta: | -0.23 |
| Omega: | 18.15 |
| Rho: | 0.03 |
Quote data
| Open: | 0.4300 |
|---|---|
| High: | 0.6200 |
| Low: | 0.4300 |
| Previous Close: | 0.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -42.00% | ||
|---|---|---|---|
| 1 Month | -32.56% | ||
| 3 Months | -75.73% | ||
| YTD | +13.73% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9000 | 0.5800 |
|---|---|---|
| 1M High / 1M Low: | 1.0400 | 0.5800 |
| 6M High / 6M Low: | 3.1400 | 0.5800 |
| High (YTD): | 5/27/2024 | 3.1400 |
| Low (YTD): | 1/3/2024 | 0.4700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6967 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8995 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9562 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 145.20% | |
| Volatility 6M: | 150.20% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
