UC WAR. CALL 06/25 SGM/ DE000HD1EFC2 /
2024-07-29 9:45:59 PM | Chg.+0.0040 | Bid9:59:10 PM | Ask9:59:10 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0200EUR | +25.00% | 0.0160 Bid Size: 40,000 |
0.0240 Ask Size: 40,000 |
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: | 133.57 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.38 |
Historic volatility: | 0.32 |
Parity: | -2.93 |
Time value: | 0.02 |
Break-even: | 60.23 |
Moneyness: | 0.51 |
Premium: | 0.96 |
Premium p.a.: | 1.13 |
Spread abs.: | 0.01 |
Spread %: | 53.33% |
Delta: | 0.06 |
Theta: | 0.00 |
Omega: | 7.44 |
Rho: | 0.01 |
Quote data
Open: | 0.0150 |
---|---|
High: | 0.0200 |
Low: | 0.0150 |
Previous Close: | 0.0160 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -61.54% | ||
---|---|---|---|
1 Month | -61.54% | ||
3 Months | -74.36% | ||
YTD | -94.12% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0520 | 0.0160 |
---|---|---|
1M High / 1M Low: | 0.0720 | 0.0160 |
6M High / 6M Low: | 0.2500 | 0.0160 |
High (YTD): | 2024-01-02 | 0.2900 |
Low (YTD): | 2024-07-26 | 0.0160 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0318 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0543 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1132 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 268.99% | |
Volatility 6M: | 192.50% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |