UniCredit Call 50 SLB 18.12.2024/  DE000HC54948  /

EUWAX
09/08/2024  08:46:43 Chg.-0.010 Bid10:33:30 Ask10:33:30 Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.150
Bid Size: 45,000
0.160
Ask Size: 45,000
Schlumberger Ltd 50.00 - 18/12/2024 Call
 

Master data

WKN: HC5494
Issuer: UniCredit
Currency: EUR
Underlying: Schlumberger Ltd
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 18/12/2024
Issue date: 17/03/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.02
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.23
Parity: -1.00
Time value: 0.16
Break-even: 51.60
Moneyness: 0.80
Premium: 0.29
Premium p.a.: 1.03
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.27
Theta: -0.01
Omega: 6.74
Rho: 0.03
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -30.00%
3 Months
  -63.16%
YTD
  -82.72%
1 Year
  -90.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.060
1M High / 1M Low: 0.370 0.060
6M High / 6M Low: 0.850 0.060
High (YTD): 05/04/2024 0.850
Low (YTD): 05/08/2024 0.060
52W High: 12/09/2023 1.670
52W Low: 05/08/2024 0.060
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   0.426
Avg. volume 6M:   0.000
Avg. price 1Y:   0.765
Avg. volume 1Y:   0.000
Volatility 1M:   511.25%
Volatility 6M:   247.53%
Volatility 1Y:   187.90%
Volatility 3Y:   -