UC WAR. CALL 12/24 SCL/ DE000HD62JB3 /
18/10/2024 21:40:03 | Chg.-0.0800 | Bid21:51:26 | Ask21:51:26 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1200EUR | -40.00% | 0.1000 Bid Size: 80,000 |
0.1100 Ask Size: 80,000 |
Schlumberger Ltd | 45.00 - | 18/12/2024 | Call |
Master data
WKN: | HD62JB |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Schlumberger Ltd |
Type: | Warrant |
Option type: | Call |
Strike price: | 45.00 - |
Maturity: | 18/12/2024 |
Issue date: | 03/06/2024 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 35.07 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.49 |
Historic volatility: | 0.24 |
Parity: | -0.64 |
Time value: | 0.11 |
Break-even: | 46.10 |
Moneyness: | 0.86 |
Premium: | 0.20 |
Premium p.a.: | 1.96 |
Spread abs.: | 0.01 |
Spread %: | 10.00% |
Delta: | 0.26 |
Theta: | -0.02 |
Omega: | 9.11 |
Rho: | 0.01 |
Quote data
Open: | 0.2000 |
---|---|
High: | 0.2400 |
Low: | 0.1200 |
Previous Close: | 0.2000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -52.00% | ||
---|---|---|---|
1 Month | -36.84% | ||
3 Months | -81.54% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2400 | 0.1200 |
---|---|---|
1M High / 1M Low: | 0.3200 | 0.1200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1820 | |
Avg. volume 1W: | 21.6000 | |
Avg. price 1M: | 0.2077 | |
Avg. volume 1M: | 24.3636 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 313.09% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |