UniCredit Call 42 SLB 18.12.2024
/ DE000HD688V7
UniCredit Call 42 SLB 18.12.2024/ DE000HD688V7 /
| 12/07/2024 13:30:24 |
Chg.+0.010 |
Bid16:02:21 |
Ask16:02:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+1.69% |
0.600
Bid Size: 45,000 |
0.610
Ask Size: 45,000 |
Schlumberger Ltd |
42.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD688V |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Schlumberger Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
10/06/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.23 |
| Parity: |
0.05 |
| Time value: |
0.56 |
| Break-even: |
48.10 |
| Moneyness: |
1.01 |
| Premium: |
0.13 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
4.16 |
| Rho: |
0.08 |
Quote data
| Open: |
0.590 |
| High: |
0.600 |
| Low: |
0.590 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.69% |
| 1 Month |
|
|
+13.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.520 |
| 1M High / 1M Low: |
0.720 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.590 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
