UC WAR. CALL 06/25 SGM/ DE000HD1EFB4 /
| 05/07/2024 21:45:06 | Chg.+0.0200 | Bid05/07/2024 | Ask05/07/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1900EUR | +11.76% | 0.1900 Bid Size: 30,000 |
0.2000 Ask Size: 30,000 |
STMICROELECTRONICS | 50.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD1EFB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STMICROELECTRONICS |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 27/12/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 19.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.17 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.30 |
| Parity: | -1.11 |
| Time value: | 0.20 |
| Break-even: | 52.00 |
| Moneyness: | 0.78 |
| Premium: | 0.34 |
| Premium p.a.: | 0.36 |
| Spread abs.: | 0.01 |
| Spread %: | 5.26% |
| Delta: | 0.30 |
| Theta: | -0.01 |
| Omega: | 5.83 |
| Rho: | 0.09 |
Quote data
| Open: | 0.1800 |
|---|---|
| High: | 0.1900 |
| Low: | 0.1800 |
| Previous Close: | 0.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +35.71% | ||
|---|---|---|---|
| 1 Month | -34.48% | ||
| 3 Months | -29.63% | ||
| YTD | -70.31% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1900 | 0.1400 |
|---|---|---|
| 1M High / 1M Low: | 0.2900 | 0.1400 |
| 6M High / 6M Low: | 0.5100 | 0.1400 |
| High (YTD): | 02/01/2024 | 0.5600 |
| Low (YTD): | 01/07/2024 | 0.1400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2000 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2930 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 149.51% | |
| Volatility 6M: | 140.11% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
