UC WAR. CALL 06/25 SGM/ DE000HD1QUW3 /
02/09/2024 21:46:05 | Chg.-0.0040 | Bid21:59:19 | Ask21:59:19 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0760EUR | -5.00% | 0.0750 Bid Size: 40,000 |
0.0820 Ask Size: 40,000 |
STMICROELECTRONICS | 40.00 - | 18/06/2025 | Call |
Master data
WKN: | HD1QUW |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | STMICROELECTRONICS |
Type: | Warrant |
Option type: | Call |
Strike price: | 40.00 - |
Maturity: | 18/06/2025 |
Issue date: | 08/01/2024 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 33.85 |
Leverage: | Yes |
Calculated values
Fair value: | 0.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.34 |
Historic volatility: | 0.32 |
Parity: | -1.12 |
Time value: | 0.09 |
Break-even: | 40.85 |
Moneyness: | 0.72 |
Premium: | 0.42 |
Premium p.a.: | 0.56 |
Spread abs.: | 0.01 |
Spread %: | 8.97% |
Delta: | 0.20 |
Theta: | 0.00 |
Omega: | 6.77 |
Rho: | 0.04 |
Quote data
Open: | 0.0760 |
---|---|
High: | 0.0760 |
Low: | 0.0750 |
Previous Close: | 0.0800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +10.14% | ||
---|---|---|---|
1 Month | -18.28% | ||
3 Months | -84.80% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0800 | 0.0670 |
---|---|---|
1M High / 1M Low: | 0.0930 | 0.0590 |
6M High / 6M Low: | 0.9800 | 0.0590 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0722 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0714 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4640 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 134.62% | |
Volatility 6M: | 147.31% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |