UC WAR. CALL 09/24 SNW/ DE000HD0CFC8 /
| 7/17/2024 3:47:05 PM | Chg.-0.0100 | Bid5:21:20 PM | Ask5:21:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5000EUR | -1.96% | 0.5200 Bid Size: 100,000 |
0.5300 Ask Size: 100,000 |
SANOFI SA INHABER ... | 90.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD0CFC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SANOFI SA INHABER EO 2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 11/2/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.52 |
|---|---|
| Intrinsic value: | 0.19 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.25 |
| Parity: | 0.19 |
| Time value: | 0.34 |
| Break-even: | 95.30 |
| Moneyness: | 1.02 |
| Premium: | 0.04 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.02 |
| Spread %: | 3.92% |
| Delta: | 0.62 |
| Theta: | -0.04 |
| Omega: | 10.75 |
| Rho: | 0.09 |
Quote data
| Open: | 0.5000 |
|---|---|
| High: | 0.5000 |
| Low: | 0.5000 |
| Previous Close: | 0.5100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.08% | ||
|---|---|---|---|
| 1 Month | +38.89% | ||
| 3 Months | +78.57% | ||
| YTD | -19.35% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6700 | 0.5100 |
|---|---|---|
| 1M High / 1M Low: | 0.6700 | 0.3000 |
| 6M High / 6M Low: | 0.9300 | 0.2400 |
| High (YTD): | 1/12/2024 | 0.9800 |
| Low (YTD): | 4/18/2024 | 0.2400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4927 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4550 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 251.20% | |
| Volatility 6M: | 195.30% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
