UC WAR. CALL 06/25 SGM/ DE000HD1EFC2 /
| 2024-07-05 9:45:33 PM | Chg.+0.0070 | Bid9:59:24 PM | Ask9:59:24 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0680EUR | +11.48% | 0.0640 Bid Size: 30,000 |
0.0740 Ask Size: 30,000 |
STMICROELECTRONICS | 60.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1EFC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STMICROELECTRONICS |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 52.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.30 |
| Parity: | -2.11 |
| Time value: | 0.07 |
| Break-even: | 60.74 |
| Moneyness: | 0.65 |
| Premium: | 0.56 |
| Premium p.a.: | 0.60 |
| Spread abs.: | 0.01 |
| Spread %: | 15.63% |
| Delta: | 0.14 |
| Theta: | 0.00 |
| Omega: | 7.13 |
| Rho: | 0.04 |
Quote data
| Open: | 0.0630 |
|---|---|
| High: | 0.0680 |
| Low: | 0.0630 |
| Previous Close: | 0.0610 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +30.77% | ||
|---|---|---|---|
| 1 Month | -43.33% | ||
| 3 Months | -38.18% | ||
| YTD | -80.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0680 | 0.0500 |
|---|---|---|
| 1M High / 1M Low: | 0.1200 | 0.0500 |
| 6M High / 6M Low: | 0.2500 | 0.0500 |
| High (YTD): | 2024-01-02 | 0.2900 |
| Low (YTD): | 2024-07-01 | 0.0500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0586 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0773 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1292 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 184.04% | |
| Volatility 6M: | 171.67% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
