UC WAR. CALL 09/24 SEJ1/ DE000HD0H4T8 /
8/1/2024 11:45:16 AM | Chg.-0.4600 | Bid1:00:14 PM | Ask1:00:14 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1900EUR | -27.88% | 1.2700 Bid Size: 35,000 |
1.2800 Ask Size: 35,000 |
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: | 9/17/2024 |
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: | 1.1900 |
Previous Close: | 1.6500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -20.67% | ||
---|---|---|---|
1 Month | -34.25% | ||
3 Months | -43.06% | ||
YTD | +133.33% | ||
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): | 5/27/2024 | 3.1400 |
Low (YTD): | 1/3/2024 | 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: | - |