UC WAR. CALL 06/25 SGM/ DE000HD1EFB4 /
| 2024-07-30 9:46:29 PM | Chg.- | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0450EUR | - | 0.0390 Bid Size: 40,000 |
0.0470 Ask Size: 40,000 |
STMICROELECTRONICS | 50.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1EFB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STMICROELECTRONICS |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 64.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.32 |
| Parity: | -1.96 |
| Time value: | 0.05 |
| Break-even: | 50.47 |
| Moneyness: | 0.61 |
| Premium: | 0.66 |
| Premium p.a.: | 0.78 |
| Spread abs.: | 0.01 |
| Spread %: | 20.51% |
| Delta: | 0.11 |
| Theta: | 0.00 |
| Omega: | 7.10 |
| Rho: | 0.03 |
Quote data
| Open: | 0.0450 |
|---|---|
| High: | 0.0470 |
| Low: | 0.0450 |
| Previous Close: | 0.0520 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -67.86% | ||
|---|---|---|---|
| 1 Month | -70.00% | ||
| 3 Months | -77.50% | ||
| YTD | -92.97% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1400 | 0.0450 |
|---|---|---|
| 1M High / 1M Low: | 0.2000 | 0.0450 |
| 6M High / 6M Low: | 0.5100 | 0.0450 |
| High (YTD): | 2024-01-02 | 0.5600 |
| Low (YTD): | 2024-07-30 | 0.0450 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0672 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1475 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2616 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 254.14% | |
| Volatility 6M: | 167.07% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
