UC WAR. CALL 12/24 SCL/ DE000HD62JB3 /
10/15/2024 9:42:29 PM | Chg.-0.0700 | Bid9:55:56 PM | Ask9:55:56 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1700EUR | -29.17% | 0.1500 Bid Size: 70,000 |
0.1600 Ask Size: 70,000 |
Schlumberger Ltd | 45.00 - | 12/18/2024 | Call |
Master data
WKN: | HD62JB |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Schlumberger Ltd |
Type: | Warrant |
Option type: | Call |
Strike price: | 45.00 - |
Maturity: | 12/18/2024 |
Issue date: | 6/3/2024 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 17.07 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.56 |
Historic volatility: | 0.23 |
Parity: | -0.40 |
Time value: | 0.24 |
Break-even: | 47.40 |
Moneyness: | 0.91 |
Premium: | 0.16 |
Premium p.a.: | 1.29 |
Spread abs.: | 0.01 |
Spread %: | 4.35% |
Delta: | 0.40 |
Theta: | -0.03 |
Omega: | 6.80 |
Rho: | 0.02 |
Quote data
Open: | 0.2000 |
---|---|
High: | 0.2200 |
Low: | 0.1700 |
Previous Close: | 0.2400 |
Turnover: | 19.4400 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -29.17% | ||
---|---|---|---|
1 Month | +54.55% | ||
3 Months | -69.09% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2600 | 0.2400 |
---|---|---|
1M High / 1M Low: | 0.3200 | 0.1200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2460 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2048 | |
Avg. volume 1M: | 20.3810 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 287.51% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |