UC WAR. CALL 09/24 SGM/ DE000HD03372 /
| 05/07/2024 21:47:08 | Chg.+0.0300 | Bid05/07/2024 | Ask05/07/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2100EUR | +16.67% | 0.2100 Bid Size: 25,000 |
0.2200 Ask Size: 25,000 |
STMICROELECTRONICS | 40.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD0337 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STMICROELECTRONICS |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 23/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 21.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.31 |
| Parity: | -0.19 |
| Time value: | 0.18 |
| Break-even: | 41.80 |
| Moneyness: | 0.95 |
| Premium: | 0.10 |
| Premium p.a.: | 0.57 |
| Spread abs.: | 0.01 |
| Spread %: | 5.88% |
| Delta: | 0.43 |
| Theta: | -0.02 |
| Omega: | 9.13 |
| Rho: | 0.03 |
Quote data
| Open: | 0.1900 |
|---|---|
| High: | 0.2200 |
| Low: | 0.1900 |
| Previous Close: | 0.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +61.54% | ||
|---|---|---|---|
| 1 Month | -34.38% | ||
| 3 Months | -36.36% | ||
| YTD | -76.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1800 | 0.1200 |
|---|---|---|
| 1M High / 1M Low: | 0.3900 | 0.1200 |
| 6M High / 6M Low: | 0.7300 | 0.1200 |
| High (YTD): | 02/01/2024 | 0.7900 |
| Low (YTD): | 01/07/2024 | 0.1200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2436 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3919 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 211.85% | |
| Volatility 6M: | 176.01% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
