UniCredit Call 45 SLB 15.01.2025
/ DE000HD62JD9
UniCredit Call 45 SLB 15.01.2025/ DE000HD62JD9 /
| 10/16/2024 8:44:47 AM |
Chg.-0.010 |
Bid10:00:12 AM |
Ask10:00:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-4.76% |
0.210
Bid Size: 25,000 |
0.240
Ask Size: 25,000 |
Schlumberger Ltd |
45.00 - |
1/15/2025 |
Call |
Master data
| WKN: |
HD62JD |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Schlumberger Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
1/15/2025 |
| Issue date: |
6/3/2024 |
| Last trading day: |
1/14/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.24 |
| Parity: |
-0.55 |
| Time value: |
0.20 |
| Break-even: |
47.00 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
0.35 |
| Theta: |
-0.02 |
| Omega: |
6.92 |
| Rho: |
0.03 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.93% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
-67.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.210 |
| 1M High / 1M Low: |
0.350 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.234 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
