UC WAR. CALL 12/24 SEJ1/ DE000HD2M2N6 /
| 14/11/2024 15:45:50 | Chg.-0.0100 | Bid17:10:01 | Ask17:10:01 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1900EUR | -5.00% | 0.1800 Bid Size: 40,000 |
0.2000 Ask Size: 40,000 |
SAFRAN INH. EO... | 240.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD2M2N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 240.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 12/02/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 84.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.19 |
| Parity: | -2.10 |
| Time value: | 0.26 |
| Break-even: | 242.60 |
| Moneyness: | 0.91 |
| Premium: | 0.11 |
| Premium p.a.: | 2.00 |
| Spread abs.: | 0.08 |
| Spread %: | 44.44% |
| Delta: | 0.21 |
| Theta: | -0.10 |
| Omega: | 17.82 |
| Rho: | 0.04 |
Quote data
| Open: | 0.2000 |
|---|---|
| High: | 0.2100 |
| Low: | 0.1900 |
| Previous Close: | 0.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -32.14% | ||
|---|---|---|---|
| 1 Month | -5.00% | ||
| 3 Months | +46.15% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3300 | 0.1800 |
|---|---|---|
| 1M High / 1M Low: | 0.3300 | 0.1400 |
| 6M High / 6M Low: | 0.7500 | 0.0420 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2096 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2777 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 322.28% | |
| Volatility 6M: | 328.00% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
