UC WAR. CALL 09/24 SGM/ DE000HD03372 /
| 2024-07-25 9:46:21 PM | Chg.-0.1060 | Bid9:55:43 PM | Ask9:55:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0140EUR | -88.33% | - Bid Size: 20,000 |
- Ask Size: 20,000 |
STMICROELECTRONICS | 40.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0337 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STMICROELECTRONICS |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 37.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.30 |
| Parity: | -0.30 |
| Time value: | 0.10 |
| Break-even: | 40.98 |
| Moneyness: | 0.93 |
| Premium: | 0.11 |
| Premium p.a.: | 0.96 |
| Spread abs.: | 0.01 |
| Spread %: | 10.11% |
| Delta: | 0.32 |
| Theta: | -0.02 |
| Omega: | 12.18 |
| Rho: | 0.02 |
Quote data
| Open: | 0.0460 |
|---|---|
| High: | 0.0460 |
| Low: | 0.0140 |
| Previous Close: | 0.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -90.67% | ||
|---|---|---|---|
| 1 Month | -91.25% | ||
| 3 Months | -96.22% | ||
| YTD | -98.44% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1500 | 0.1100 |
|---|---|---|
| 1M High / 1M Low: | 0.2100 | 0.1100 |
| 6M High / 6M Low: | 0.7300 | 0.1100 |
| High (YTD): | 2024-01-02 | 0.7900 |
| Low (YTD): | 2024-07-19 | 0.1100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1614 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3509 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 244.89% | |
| Volatility 6M: | 190.69% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
