UC WAR. PUT 01/25 SCL/ DE000HD688Y1 /
| 10/15/2024 9:41:02 PM | Chg.+0.0200 | Bid9:56:31 PM | Ask9:56:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1400EUR | +16.67% | 0.1500 Bid Size: 70,000 |
0.1600 Ask Size: 70,000 |
Schlumberger Ltd | 40.00 - | 1/15/2025 | Put |
Master data
| WKN: | HD688Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Schlumberger Ltd |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 6/10/2024 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -34.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.23 |
| Parity: | -0.10 |
| Time value: | 0.12 |
| Break-even: | 38.80 |
| Moneyness: | 0.98 |
| Premium: | 0.05 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.01 |
| Spread %: | 9.09% |
| Delta: | -0.36 |
| Theta: | -0.01 |
| Omega: | -12.43 |
| Rho: | -0.04 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.1400 |
| Low: | 0.1200 |
| Previous Close: | 0.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -44.00% | ||
| 3 Months | +44.33% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1400 | 0.1200 |
|---|---|---|
| 1M High / 1M Low: | 0.2500 | 0.1200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1659 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 205.63% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
