UC WAR. PUT 03/25 SGM/ DE000HD43HN2 /
2024-08-05 1:46:31 PM | Chg.- | Bid3:07:51 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.3700EUR | - | 2.3700 Bid Size: 125,000 |
- Ask Size: - |
STMICROELECTRONICS | 50.00 - | 2025-03-19 | Put |
Master data
WKN: | HD43HN |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | STMICROELECTRONICS |
Type: | Warrant |
Option type: | Put |
Strike price: | 50.00 - |
Maturity: | 2025-03-19 |
Issue date: | 2024-03-25 |
Last trading day: | 2024-08-06 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -1.15 |
Leverage: | Yes |
Calculated values
Fair value: | 2.30 |
---|---|
Intrinsic value: | 2.30 |
Implied volatility: | 0.77 |
Historic volatility: | 0.32 |
Parity: | 2.30 |
Time value: | 0.05 |
Break-even: | 26.50 |
Moneyness: | 1.85 |
Premium: | 0.02 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | -0.78 |
Theta: | -0.01 |
Omega: | -0.90 |
Rho: | -0.24 |
Quote data
Open: | 2.3300 |
---|---|
High: | 2.3700 |
Low: | 2.3300 |
Previous Close: | 2.2300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | 0.00% | ||
3 Months | +125.71% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 2.3700 | 2.3700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 2.3700 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |