UC WAR. CALL 12/25 SGM/ DE000HD6SAF5 /
| 2024-11-12 9:46:33 PM | Chg.+0.0030 | Bid9:59:06 PM | Ask9:59:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0220EUR | +15.79% | 0.0190 Bid Size: 70,000 |
0.0230 Ask Size: 70,000 |
STMICROELECTRONICS | 50.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD6SAF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STMICROELECTRONICS |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-07-01 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 120.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.33 |
| Parity: | -2.47 |
| Time value: | 0.02 |
| Break-even: | 50.21 |
| Moneyness: | 0.51 |
| Premium: | 0.99 |
| Premium p.a.: | 0.87 |
| Spread abs.: | 0.00 |
| Spread %: | 23.53% |
| Delta: | 0.06 |
| Theta: | 0.00 |
| Omega: | 7.16 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0170 |
|---|---|
| High: | 0.0220 |
| Low: | 0.0170 |
| Previous Close: | 0.0190 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +37.50% | ||
|---|---|---|---|
| 1 Month | -4.35% | ||
| 3 Months | -53.19% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0190 | 0.0160 |
|---|---|---|
| 1M High / 1M Low: | 0.0280 | 0.0130 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0218 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 200.60% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
