UniCredit Call 58 SLB 18.12.2024
/ DE000HD6JJ08
UniCredit Call 58 SLB 18.12.2024/ DE000HD6JJ08 /
| 2024-07-12 2:21:18 PM |
Chg.+0.002 |
Bid2:55:14 PM |
Ask2:55:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
+2.90% |
0.071
Bid Size: 50,000 |
0.081
Ask Size: 50,000 |
Schlumberger Ltd |
58.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD6JJ0 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Schlumberger Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-06-24 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
54.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
-1.55 |
| Time value: |
0.08 |
| Break-even: |
58.78 |
| Moneyness: |
0.73 |
| Premium: |
0.38 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.01 |
| Spread %: |
6.85% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
8.35 |
| Rho: |
0.02 |
Quote data
| Open: |
0.063 |
| High: |
0.071 |
| Low: |
0.063 |
| Previous Close: |
0.069 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.90% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.069 |
0.056 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
